+263.4%
INTC vs W
+162.6%
+100.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +18.0% | +5.9% | +12.1% | +16.8% |
| 30D | +8.9% | -3.0% | +12.0% | +9.4% |
| 3M | -1.6% | +40.3% | -41.9% | -8.4% |
| 6M | +133.1% | +32.2% | +100.9% | +118.1% |
| YTD | +187.9% | -0.3% | +188.2% | +181.8% |
| 1Y | +334.7% | +16.2% | +318.5% | +310.6% |
| 3Y | +184.2% | +40.7% | +143.5% | +141.2% |
| 5Y | +116.0% | -62.3% | +178.3% | +102.0% |
| All | +263.4% | +162.6% | +100.8% | +115.8% |
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 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