+1,008.9%
BE vs W
-16.9%
+1,025.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.4% |
| 7D | +29.8% | +6.5% | +23.3% | +27.0% |
| 30D | +26.4% | -6.2% | +32.6% | +29.3% |
| 3M | +9.3% | +48.9% | -39.5% | -8.2% |
| 6M | +105.1% | +31.2% | +73.9% | +78.9% |
| YTD | +219.0% | -0.4% | +219.5% | +206.7% |
| 1Y | +418.8% | +14.8% | +403.9% | +366.6% |
| 3Y | +1,784.6% | +40.5% | +1,744.1% | +1,295.1% |
| 5Y | +1,251.0% | -62.1% | +1,313.1% | +1,225.3% |
| All | +1,008.9% | -16.9% | +1,025.8% | +471.0% |
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