+183.8%
EXC vs W
+268.4%
-84.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.2% |
| 7D | -1.7% | +3.3% | -5.0% | -1.9% |
| 30D | +9.3% | +10.5% | -1.2% | +8.7% |
| 3M | +1.0% | +9.6% | -8.6% | +0.4% |
| 6M | +5.9% | +76.4% | -70.4% | +2.3% |
| YTD | +7.6% | +16.4% | -8.8% | +5.7% |
| 1Y | +2.4% | +9.3% | -6.9% | +0.8% |
| 3Y | +30.2% | +172.8% | -142.6% | +18.0% |
| 5Y | +41.4% | -53.4% | +94.7% | +38.8% |
| 10Y | +183.8% | +243.6% | -59.9% | +127.2% |
| All | +183.8% | +268.4% | -84.7% | +127.2% |
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