+347.8%
INTU vs W
+209.7%
+138.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | -4.1% | -1.7% | -2.5% | -3.9% |
| 30D | +12.8% | +3.2% | +9.6% | +12.0% |
| 3M | +2.1% | +8.3% | -6.2% | +0.3% |
| 6M | -11.5% | +84.3% | -95.8% | -22.3% |
| YTD | -47.9% | +11.0% | -58.9% | -50.6% |
| 1Y | -47.7% | -0.2% | -47.5% | -49.6% |
| 3Y | -34.0% | +157.9% | -191.9% | -50.9% |
| 5Y | -43.5% | -56.8% | +13.3% | -49.8% |
| 10Y | +231.1% | +212.2% | +18.9% | +97.5% |
| All | +347.8% | +209.7% | +138.1% | +163.5% |
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