+142.8%
CI vs W
+212.4%
-69.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +2.6% | +6.8% | -4.3% | +2.1% |
| 3M | +7.4% | +10.7% | -3.2% | +6.6% |
| 6M | -0.1% | +86.3% | -86.5% | -4.8% |
| YTD | +9.7% | +11.5% | -1.7% | +7.6% |
| 1Y | +12.1% | +5.1% | +7.0% | +10.3% |
| 3Y | +7.0% | +171.0% | -164.0% | -4.7% |
| 5Y | +49.7% | -56.6% | +106.3% | +49.0% |
| All | +142.8% | +212.4% | -69.6% | +60.1% |
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