+150.3%
CI vs W
+228.8%
-78.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.3% | +2.8% |
| 7D | +2.6% | +1.1% | +1.5% | +2.5% |
| 30D | +7.3% | +6.4% | +0.9% | +6.8% |
| 3M | +9.5% | +9.0% | +0.5% | +8.7% |
| 6M | +6.4% | +69.8% | -63.4% | +2.0% |
| YTD | +12.0% | +12.1% | -0.1% | +9.8% |
| 1Y | +20.1% | 0.0% | +20.1% | +18.5% |
| 3Y | +9.6% | +160.3% | -150.8% | -2.1% |
| 5Y | +52.7% | -53.3% | +106.0% | +50.7% |
| 10Y | +150.3% | +217.0% | -66.7% | +64.7% |
| All | +150.3% | +228.8% | -78.5% | +64.7% |
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