+200.5%
B vs W
+268.4%
-68.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +3.9% |
| 7D | +11.3% | +3.3% | +8.0% | +11.1% |
| 30D | +2.9% | +10.5% | -7.6% | +2.2% |
| 3M | -2.9% | +9.6% | -12.5% | -3.5% |
| 6M | -1.2% | +76.4% | -77.6% | -5.5% |
| YTD | -1.3% | +16.4% | -17.7% | -3.5% |
| 1Y | +30.4% | +9.3% | +21.1% | +28.0% |
| 3Y | +195.3% | +172.8% | +22.5% | +167.8% |
| 5Y | +146.2% | -53.4% | +199.6% | +132.3% |
| 10Y | +200.5% | +243.6% | -43.2% | +157.9% |
| All | +200.5% | +268.4% | -68.0% | +157.9% |
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