+67.3%
F vs W
+212.4%
-145.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | 0.0% | +6.8% | -6.8% | -1.3% |
| 3M | -13.2% | +10.7% | -23.9% | -15.0% |
| 6M | -10.2% | +86.3% | -96.6% | -20.7% |
| YTD | -4.9% | +11.5% | -16.4% | -9.6% |
| 1Y | -6.1% | +5.1% | -11.2% | -10.0% |
| 3Y | +46.0% | +171.0% | -125.0% | +11.1% |
| 5Y | -15.7% | -56.6% | +40.9% | -26.0% |
| All | +67.3% | +212.4% | -145.0% | -7.4% |
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 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