+150.9%
CI vs W
+224.5%
-73.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -1.3% | -7.4% | +6.1% | -0.9% |
| 30D | +6.4% | +7.8% | -1.4% | +5.8% |
| 3M | +10.7% | +10.9% | -0.2% | +9.8% |
| 6M | +5.5% | +86.4% | -81.0% | +0.5% |
| YTD | +11.4% | +14.0% | -2.6% | +9.1% |
| 1Y | +15.0% | +3.5% | +11.5% | +13.3% |
| 3Y | +9.0% | +164.8% | -155.8% | -2.7% |
| 5Y | +52.0% | -53.1% | +105.1% | +50.0% |
| 10Y | +150.9% | +220.4% | -69.5% | +65.0% |
| All | +150.9% | +224.5% | -73.6% | +65.0% |
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