-51.7%
INTC vs W
+73.5%
-125.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.0% |
| 7D | +7.3% | -7.4% | +14.6% | +10.2% |
| 30D | -38.3% | +7.8% | -46.1% | -39.3% |
| 3M | -36.0% | +10.9% | -46.9% | -37.9% |
| 6M | -51.7% | +86.4% | -138.1% | -64.0% |
| All | -51.7% | +73.5% | -125.2% | -64.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling