+235.7%
DIA vs W
+212.4%
+23.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.1% | +0.2% | +2.0% | +2.1% |
| 30D | +1.5% | +6.8% | -5.3% | +0.7% |
| 3M | -2.4% | +10.7% | -13.1% | -3.7% |
| 6M | +6.0% | +86.3% | -80.4% | -2.0% |
| YTD | +10.1% | +11.5% | -1.4% | +6.7% |
| 1Y | +11.8% | +5.1% | +6.7% | +8.8% |
| 3Y | +59.7% | +171.0% | -111.3% | +33.8% |
| 5Y | +57.9% | -56.6% | +114.5% | +48.4% |
| All | +235.7% | +212.4% | +23.3% | +125.8% |
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