+218.7%
GE vs W
+210.4%
+8.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +2.9% |
| 7D | +7.1% | -3.6% | +10.7% | +7.5% |
| 30D | +6.5% | +7.0% | -0.5% | +5.5% |
| 3M | -13.6% | +7.4% | -20.9% | -14.6% |
| 6M | +6.0% | +69.3% | -63.3% | -1.5% |
| YTD | +5.4% | +11.3% | -5.9% | +2.0% |
| 1Y | +6.5% | +13.2% | -6.8% | +2.6% |
| 3Y | +268.6% | +142.0% | +126.6% | +209.2% |
| 5Y | +389.0% | -54.6% | +443.7% | +350.4% |
| 10Y | +163.3% | +243.7% | -80.4% | +71.1% |
| All | +218.7% | +210.4% | +8.3% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling