-38.4%
INTU vs W
-63.2%
+24.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.8% |
| 7D | -7.1% | -4.2% | -2.9% | -6.4% |
| 30D | +1.5% | -7.6% | +9.0% | +2.7% |
| 3M | +10.7% | +37.2% | -26.5% | +2.6% |
| 6M | -23.8% | +26.3% | -50.2% | -29.1% |
| YTD | -49.3% | -1.0% | -48.3% | -50.9% |
| 1Y | -49.7% | +20.1% | -69.7% | -53.7% |
| 3Y | -38.0% | +37.8% | -75.8% | -49.5% |
| All | -38.4% | -63.2% | +24.7% | -40.0% |
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 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