-10.9%
DOW vs W
-41.1%
+30.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -6.0% | +5.9% | -11.9% | -6.7% |
| 30D | -2.7% | -3.0% | +0.3% | -2.5% |
| 3M | -10.5% | +40.3% | -50.8% | -15.6% |
| 6M | -12.4% | +32.2% | -44.7% | -17.8% |
| YTD | +30.0% | -0.3% | +30.3% | +26.3% |
| 1Y | +27.8% | +16.2% | +11.6% | +20.5% |
| 3Y | -34.9% | +40.7% | -75.7% | -43.9% |
| 5Y | -35.9% | -62.3% | +26.5% | -39.5% |
| All | -10.9% | -41.1% | +30.2% | -36.3% |
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