+208.8%
C vs W
+228.8%
-20.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +4.0% | +0.8% |
| 7D | -0.4% | +1.1% | -1.4% | -0.6% |
| 30D | -5.2% | +6.4% | -11.6% | -6.2% |
| 3M | -9.1% | +9.0% | -18.0% | -10.6% |
| 6M | -1.6% | +69.8% | -71.4% | -10.6% |
| YTD | +6.9% | +12.1% | -5.1% | +2.5% |
| 1Y | +23.0% | 0.0% | +22.9% | +19.5% |
| 3Y | +216.1% | +160.3% | +55.8% | +152.0% |
| 5Y | +112.2% | -53.3% | +165.5% | +92.6% |
| 10Y | +208.8% | +217.0% | -8.2% | +80.3% |
| All | +208.8% | +228.8% | -20.0% | +80.3% |
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