+222.7%
B vs W
+224.5%
-1.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -2.7% | -7.4% | +4.7% | -2.2% |
| 30D | -4.3% | +7.8% | -12.1% | -4.9% |
| 3M | -2.3% | +10.9% | -13.2% | -3.1% |
| 6M | -16.2% | +86.4% | -102.7% | -20.1% |
| YTD | -8.8% | +14.0% | -22.8% | -10.7% |
| 1Y | +11.4% | +3.5% | +7.8% | +9.7% |
| 3Y | +174.3% | +164.8% | +9.5% | +149.0% |
| 5Y | +116.2% | -53.1% | +169.3% | +104.1% |
| 10Y | +222.7% | +220.4% | +2.3% | +156.2% |
| All | +222.7% | +224.5% | -1.8% | +156.2% |
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