+851.5%
DE vs W
+158.6%
+692.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.4% |
| 7D | -2.6% | -0.9% | -1.7% | -2.5% |
| 30D | +9.0% | -4.2% | +13.3% | +9.3% |
| 3M | +19.1% | +26.9% | -7.7% | +15.1% |
| 6M | +14.4% | +31.2% | -16.9% | +9.3% |
| YTD | +45.9% | -1.8% | +47.8% | +43.0% |
| 1Y | +43.6% | +9.3% | +34.3% | +37.9% |
| 3Y | +75.9% | +33.2% | +42.7% | +56.5% |
| 5Y | +98.8% | -62.4% | +161.2% | +90.0% |
| All | +851.5% | +158.6% | +692.9% | +518.9% |
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