+231.1%
GM vs W
+158.6%
+72.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -2.4% | -0.9% | -1.6% | -2.3% |
| 30D | -1.1% | -4.2% | +3.1% | -0.5% |
| 3M | +6.1% | +26.9% | -20.8% | +0.1% |
| 6M | +15.0% | +31.2% | -16.3% | +7.0% |
| YTD | +6.0% | -1.8% | +7.8% | +3.2% |
| 1Y | +47.1% | +9.3% | +37.8% | +39.1% |
| 3Y | +170.5% | +33.2% | +137.3% | +128.9% |
| 5Y | +80.5% | -62.4% | +142.9% | +64.6% |
| All | +231.1% | +158.6% | +72.5% | +68.1% |
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