+288.1%
DIA vs W
+210.4%
+77.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.9% | -3.6% | +2.6% | -0.6% |
| 30D | +0.3% | +7.0% | -6.7% | -0.5% |
| 3M | -4.5% | +7.4% | -11.9% | -5.4% |
| 6M | +3.4% | +69.3% | -66.0% | -2.9% |
| YTD | +7.8% | +11.3% | -3.5% | +4.7% |
| 1Y | +10.7% | +13.2% | -2.5% | +7.2% |
| 3Y | +57.5% | +142.0% | -84.5% | +35.3% |
| 5Y | +53.7% | -54.6% | +108.3% | +43.4% |
| 10Y | +247.2% | +243.7% | +3.5% | +141.7% |
| All | +288.1% | +210.4% | +77.7% | +169.4% |
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