+152.0%
GE vs W
+212.4%
-60.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +8.1% | +6.8% | +1.3% | +7.1% |
| 3M | -7.9% | +10.7% | -18.5% | -9.3% |
| 6M | +12.9% | +86.3% | -73.4% | +3.1% |
| YTD | +8.2% | +11.5% | -3.3% | +4.4% |
| 1Y | +9.7% | +5.1% | +4.6% | +6.4% |
| 3Y | +266.1% | +171.0% | +95.1% | +197.8% |
| 5Y | +407.4% | -56.6% | +464.0% | +370.1% |
| All | +152.0% | +212.4% | -60.4% | +56.8% |
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