+251.0%
DIA vs W
+142.4%
+108.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | +5.9% | -7.1% | -1.8% |
| 30D | -2.7% | -3.0% | +0.4% | -2.4% |
| 3M | +3.3% | +40.3% | -37.1% | -1.2% |
| 6M | +10.4% | +32.2% | -21.8% | +5.8% |
| YTD | +10.0% | -0.3% | +10.3% | +8.0% |
| 1Y | +16.2% | +16.2% | 0.0% | +11.6% |
| 3Y | +58.7% | +40.7% | +18.0% | +42.1% |
| 5Y | +63.6% | -62.3% | +125.9% | +56.2% |
| 10Y | +251.0% | +162.2% | +88.8% | +131.8% |
| All | +251.0% | +142.4% | +108.7% | +131.8% |
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