+208.6%
B vs W
+228.8%
-20.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.7% | -2.4% | -5.8% |
| 7D | +7.1% | +1.1% | +6.0% | +7.0% |
| 30D | -3.3% | +6.4% | -9.7% | -3.8% |
| 3M | -2.5% | +9.0% | -11.5% | -3.2% |
| 6M | -7.2% | +69.8% | -77.0% | -11.1% |
| YTD | -7.4% | +12.1% | -19.4% | -9.1% |
| 1Y | +16.4% | 0.0% | +16.4% | +14.9% |
| 3Y | +178.7% | +160.3% | +18.4% | +153.3% |
| 5Y | +121.7% | -53.3% | +175.0% | +109.4% |
| 10Y | +208.6% | +217.0% | -8.3% | +145.6% |
| All | +208.6% | +228.8% | -20.2% | +145.6% |
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