+0.1%
DOW vs W
-34.2%
+34.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +5.2% | +0.2% | +5.1% | +5.2% |
| 30D | +13.2% | +6.8% | +6.4% | +12.0% |
| 3M | +10.1% | +10.7% | -0.6% | +8.1% |
| 6M | -13.1% | +86.3% | -99.4% | -21.6% |
| YTD | +46.1% | +11.5% | +34.7% | +39.4% |
| 1Y | +50.0% | +5.1% | +44.9% | +44.1% |
| 3Y | -20.2% | +171.0% | -191.2% | -36.5% |
| 5Y | -27.7% | -56.6% | +28.9% | -33.2% |
| All | +0.1% | -34.2% | +34.3% | -29.7% |
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