+111.9%
INTC vs W
+212.4%
-100.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | -39.2% | +6.8% | -46.0% | -39.9% |
| 3M | -42.9% | +10.7% | -53.6% | -44.1% |
| 6M | -50.4% | +86.3% | -136.8% | -56.3% |
| YTD | +61.7% | +11.5% | +50.2% | +54.9% |
| 1Y | +66.1% | +5.1% | +61.0% | +60.1% |
| 3Y | +58.1% | +171.0% | -112.8% | +20.6% |
| 5Y | +27.9% | -56.6% | +84.5% | +16.7% |
| All | +111.9% | +212.4% | -100.4% | +25.2% |
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 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