+216.9%
B vs W
+211.1%
+5.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.9% |
| 7D | -6.2% | -1.7% | -4.5% | -6.1% |
| 30D | -6.6% | +3.2% | -9.8% | -6.8% |
| 3M | -7.9% | +8.3% | -16.2% | -8.4% |
| 6M | -16.8% | +84.3% | -101.1% | -20.6% |
| YTD | -11.7% | +11.0% | -22.7% | -13.3% |
| 1Y | +3.5% | -0.2% | +3.7% | +2.2% |
| 3Y | +165.7% | +157.9% | +7.8% | +141.6% |
| 5Y | +108.4% | -56.8% | +165.2% | +97.7% |
| All | +216.9% | +211.1% | +5.8% | +151.5% |
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