+79.8%
F vs W
+238.4%
-158.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +1.6% | -3.6% | +5.1% | +2.0% |
| 30D | +2.6% | +7.0% | -4.3% | +1.3% |
| 3M | -8.8% | +7.4% | -16.2% | -10.3% |
| 6M | +4.6% | +69.3% | -64.7% | -6.2% |
| YTD | -1.9% | +11.3% | -13.2% | -6.7% |
| 1Y | -0.8% | +13.2% | -14.0% | -6.2% |
| 3Y | +43.5% | +142.0% | -98.5% | +11.2% |
| 5Y | -12.1% | -54.6% | +42.6% | -23.3% |
| All | +79.8% | +238.4% | -158.6% | -3.7% |
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