+81.0%
F vs W
+268.4%
-187.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -3.9% | -0.1% |
| 7D | -0.6% | +3.3% | -3.9% | -1.3% |
| 30D | +2.9% | +10.5% | -7.6% | +1.0% |
| 3M | -9.5% | +9.6% | -19.1% | -11.2% |
| 6M | +4.0% | +76.4% | -72.4% | -7.4% |
| YTD | -1.3% | +16.4% | -17.7% | -6.8% |
| 1Y | -1.9% | +9.3% | -11.3% | -6.7% |
| 3Y | +53.5% | +172.8% | -119.3% | +16.6% |
| 5Y | -15.1% | -53.4% | +38.2% | -26.3% |
| 10Y | +81.0% | +243.6% | -162.6% | -2.9% |
| All | +81.0% | +268.4% | -187.5% | -2.9% |
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