+151.7%
EXC vs W
+146.8%
+4.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.2% |
| 7D | +0.3% | -4.2% | +4.5% | +0.5% |
| 30D | -3.7% | -7.6% | +3.8% | -3.4% |
| 3M | -1.3% | +37.2% | -38.5% | -3.3% |
| 6M | -9.7% | +26.3% | -36.0% | -11.4% |
| YTD | +2.9% | -1.0% | +3.9% | +2.0% |
| 1Y | +4.4% | +20.1% | -15.7% | +2.0% |
| 3Y | +22.2% | +37.8% | -15.6% | +15.4% |
| 5Y | +46.7% | -63.7% | +110.4% | +46.4% |
| All | +151.7% | +146.8% | +4.9% | +96.6% |
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 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