-30.8%
DOW vs W
-52.3%
+21.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.9% |
| 7D | -9.4% | +3.3% | -12.7% | -9.8% |
| 30D | +8.9% | +10.5% | -1.6% | +7.6% |
| 3M | +6.7% | +9.6% | -2.9% | +5.3% |
| 6M | -14.2% | +76.4% | -90.6% | -20.8% |
| YTD | +36.9% | +16.4% | +20.5% | +31.5% |
| 1Y | +45.8% | +9.3% | +36.4% | +40.8% |
| 3Y | -23.9% | +172.8% | -196.7% | -37.6% |
| 5Y | -30.8% | -53.4% | +22.6% | -43.6% |
| All | -30.8% | -52.3% | +21.5% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling