+243.2%
INTC vs W
+155.6%
+87.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -5.1% |
| 7D | +9.4% | +0.5% | +9.0% | +9.4% |
| 30D | +2.7% | -5.6% | +8.2% | +3.7% |
| 3M | -6.3% | +41.9% | -48.2% | -12.9% |
| 6M | +114.5% | +30.2% | +84.2% | +101.3% |
| YTD | +171.9% | -2.9% | +174.8% | +167.5% |
| 1Y | +305.0% | +11.6% | +293.4% | +285.5% |
| 3Y | +168.3% | +37.0% | +131.4% | +128.9% |
| 5Y | +102.3% | -62.8% | +165.1% | +89.8% |
| All | +243.2% | +155.6% | +87.5% | +104.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling