+25.0%
INTC vs W
-52.3%
+77.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +4.6% |
| 7D | -1.0% | +3.3% | -4.3% | -1.7% |
| 30D | -43.3% | +10.5% | -53.8% | -44.3% |
| 3M | -41.6% | +9.6% | -51.2% | -42.8% |
| 6M | -52.5% | +76.4% | -128.9% | -58.0% |
| YTD | +60.9% | +16.4% | +44.5% | +52.3% |
| 1Y | +55.7% | +9.3% | +46.4% | +48.4% |
| 3Y | +59.2% | +172.8% | -113.6% | +20.1% |
| 5Y | +25.0% | -53.4% | +78.4% | +3.1% |
| All | +25.0% | -52.3% | +77.3% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling