+632.4%
GEV vs W
+45.8%
+586.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | -7.9% | -4.2% | -3.7% | -7.3% |
| 3M | +5.6% | +26.9% | -21.3% | -0.2% |
| 6M | +13.1% | +31.2% | -18.2% | +5.4% |
| YTD | +46.7% | -1.8% | +48.6% | +42.9% |
| 1Y | +51.3% | +9.3% | +42.0% | +42.2% |
| All | +632.4% | +45.8% | +586.7% | +511.6% |
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