+641.7%
BE vs W
-6.4%
+648.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.6% | -3.0% |
| 7D | -13.4% | +1.1% | -14.4% | -13.7% |
| 30D | -33.9% | +6.4% | -40.3% | -35.4% |
| 3M | -12.0% | +9.0% | -20.9% | -15.1% |
| 6M | -29.0% | +69.8% | -98.8% | -43.5% |
| YTD | +113.4% | +12.1% | +101.3% | +95.6% |
| 1Y | +33.2% | 0.0% | +33.2% | +26.7% |
| 3Y | +1,659.2% | +160.3% | +1,498.9% | +942.7% |
| 5Y | +461.4% | -53.3% | +514.7% | +408.3% |
| All | +641.7% | -6.4% | +648.1% | +264.2% |
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