+132.4%
INTC vs W
+224.6%
-92.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +4.7% |
| 7D | -1.0% | +3.3% | -4.3% | -1.6% |
| 30D | -43.3% | +10.5% | -53.8% | -44.2% |
| 3M | -41.6% | +9.6% | -51.2% | -42.6% |
| 6M | -52.5% | +76.4% | -128.9% | -57.3% |
| YTD | +60.9% | +16.4% | +44.5% | +53.6% |
| 1Y | +55.7% | +9.3% | +46.4% | +49.6% |
| 3Y | +59.2% | +172.8% | -113.6% | +24.4% |
| 5Y | +25.0% | -53.4% | +78.4% | +12.8% |
| 10Y | +109.3% | +243.6% | -134.4% | +29.5% |
| All | +132.4% | +224.6% | -92.3% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling