+668.0%
BE vs W
-6.9%
+674.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.1% |
| 7D | +10.8% | +0.2% | +10.7% | +11.0% |
| 30D | -19.8% | +6.8% | -26.6% | -21.7% |
| 3M | -18.7% | +10.7% | -29.4% | -22.0% |
| 6M | -33.7% | +86.3% | -120.1% | -48.9% |
| YTD | +121.0% | +11.5% | +109.5% | +103.1% |
| 1Y | +85.4% | +5.1% | +80.3% | +72.8% |
| 3Y | +1,709.5% | +171.0% | +1,538.5% | +958.2% |
| 5Y | +462.2% | -56.6% | +518.8% | +424.2% |
| All | +668.0% | -6.9% | +674.9% | +278.1% |
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