+121.7%
EW vs W
+146.2%
-24.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.6% |
| 7D | -4.4% | +6.5% | -10.9% | -5.1% |
| 30D | -3.3% | -6.2% | +2.9% | -2.7% |
| 3M | +1.0% | +48.9% | -47.9% | -4.6% |
| 6M | +6.2% | +31.2% | -25.0% | +1.3% |
| YTD | +1.7% | -0.4% | +2.2% | -0.2% |
| 1Y | +8.1% | +14.8% | -6.7% | +3.7% |
| 3Y | +17.1% | +40.5% | -23.4% | +3.7% |
| 5Y | -29.4% | -62.1% | +32.8% | -33.5% |
| 10Y | +121.7% | +141.5% | -19.8% | +37.3% |
| All | +121.7% | +146.2% | -24.5% | +37.3% |
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