-42.2%
INTU vs W
-54.5%
+12.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.5% |
| 7D | +0.1% | -3.6% | +3.7% | +0.6% |
| 30D | +15.4% | +7.0% | +8.5% | +13.8% |
| 3M | +6.6% | +7.4% | -0.8% | +4.8% |
| 6M | -11.3% | +69.3% | -80.6% | -21.7% |
| YTD | -47.7% | +11.3% | -59.0% | -50.6% |
| 1Y | -47.0% | +13.2% | -60.2% | -50.3% |
| 3Y | -29.9% | +142.0% | -172.0% | -49.6% |
| All | -42.2% | -54.5% | +12.3% | -43.1% |
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