+220.1%
C vs W
+268.4%
-48.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +1.8% |
| 7D | -0.9% | +3.3% | -4.2% | -1.5% |
| 30D | -5.4% | +10.5% | -15.9% | -6.9% |
| 3M | -9.2% | +9.6% | -18.8% | -10.8% |
| 6M | -1.8% | +76.4% | -78.2% | -11.3% |
| YTD | +6.7% | +16.4% | -9.7% | +1.7% |
| 1Y | +23.5% | +9.3% | +14.2% | +18.5% |
| 3Y | +219.8% | +172.8% | +47.0% | +153.1% |
| 5Y | +112.4% | -53.4% | +165.8% | +92.9% |
| 10Y | +220.1% | +243.6% | -23.5% | +80.0% |
| All | +220.1% | +268.4% | -48.4% | +80.0% |
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