+296.5%
DIA vs W
+224.6%
+71.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +1.7% |
| 7D | +0.8% | +3.3% | -2.5% | +0.4% |
| 30D | +1.4% | +10.5% | -9.1% | +0.3% |
| 3M | -2.7% | +9.6% | -12.3% | -3.8% |
| 6M | +6.2% | +76.4% | -70.2% | -0.7% |
| YTD | +10.1% | +16.4% | -6.3% | +6.5% |
| 1Y | +13.0% | +9.3% | +3.7% | +9.8% |
| 3Y | +61.9% | +172.8% | -110.9% | +37.5% |
| 5Y | +57.1% | -53.4% | +110.4% | +46.2% |
| 10Y | +240.9% | +243.6% | -2.8% | +136.8% |
| All | +296.5% | +224.6% | +71.9% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling