+303.6%
DIA vs W
+176.2%
+127.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 6M | +10.3% | +26.3% | -16.1% | +6.4% |
| YTD | +12.1% | -1.0% | +13.1% | +10.3% |
| 1Y | +18.6% | +20.1% | -1.4% | +13.9% |
| 3Y | +60.6% | +37.8% | +22.8% | +45.4% |
| 5Y | +64.4% | -63.7% | +128.1% | +56.9% |
| 10Y | +250.1% | +156.3% | +93.8% | +148.9% |
| All | +303.6% | +176.2% | +127.5% | +183.9% |
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 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