+214.8%
B vs W
+212.4%
+2.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -3.3% | +6.8% | -10.2% | -3.8% |
| 3M | -7.8% | +10.7% | -18.4% | -8.5% |
| 6M | -15.5% | +86.3% | -101.9% | -19.5% |
| YTD | -12.3% | +11.5% | -23.7% | -13.9% |
| 1Y | +5.4% | +5.1% | +0.3% | +3.7% |
| 3Y | +165.5% | +171.0% | -5.5% | +140.8% |
| 5Y | +107.0% | -56.6% | +163.7% | +96.4% |
| All | +214.8% | +212.4% | +2.5% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling