+62.2%
DIA vs W
+41.4%
+20.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.8% |
| 7D | -0.2% | -4.2% | +4.0% | +0.2% |
| 30D | -1.5% | -7.6% | +6.0% | -0.8% |
| 3M | +3.8% | +37.2% | -33.4% | -0.4% |
| 6M | +10.3% | +26.3% | -16.1% | +6.2% |
| YTD | +12.1% | -1.0% | +13.1% | +10.2% |
| 1Y | +18.6% | +20.1% | -1.4% | +13.6% |
| All | +62.2% | +41.4% | +20.7% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling