+159.3%
GE vs W
+142.0%
+17.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +1.2% | +6.5% | -5.3% | +0.3% |
| 30D | -9.5% | -6.2% | -3.3% | -8.9% |
| 3M | +4.1% | +48.9% | -44.7% | -1.9% |
| 6M | +3.9% | +31.2% | -27.3% | -1.0% |
| YTD | +9.0% | -0.4% | +9.5% | +7.0% |
| 1Y | +21.9% | +14.8% | +7.1% | +16.6% |
| 3Y | +281.8% | +40.5% | +241.3% | +235.9% |
| 5Y | +436.7% | -62.1% | +498.9% | +406.2% |
| All | +159.3% | +142.0% | +17.3% | +57.6% |
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