-35.9%
DOW vs W
-63.0%
+27.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -2.9% | +6.5% | -9.4% | -3.6% |
| 30D | +2.0% | -6.2% | +8.2% | +2.5% |
| 3M | -12.5% | +48.9% | -61.4% | -17.4% |
| 6M | -9.2% | +31.2% | -40.4% | -13.9% |
| YTD | +30.8% | -0.4% | +31.2% | +27.9% |
| 1Y | +29.4% | +14.8% | +14.6% | +23.3% |
| 3Y | -34.6% | +40.5% | -75.1% | -43.1% |
| 5Y | -35.9% | -62.1% | +26.2% | -42.4% |
| All | -35.9% | -63.0% | +27.0% | -42.4% |
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 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