+271.2%
EW vs W
+212.4%
+58.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | +23.9% | +6.8% | +17.1% | +22.9% |
| 3M | +15.8% | +10.7% | +5.1% | +14.1% |
| 6M | +31.7% | +86.3% | -54.7% | +20.8% |
| YTD | +25.7% | +11.5% | +14.2% | +21.5% |
| 1Y | +24.4% | +5.1% | +19.3% | +20.9% |
| 3Y | +65.9% | +171.0% | -105.1% | +36.1% |
| 5Y | -7.6% | -56.6% | +49.0% | -14.5% |
| All | +271.2% | +212.4% | +58.9% | +142.8% |
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