+227.1%
LOW vs W
+155.6%
+71.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | -11.1% | -5.6% | -5.6% | -10.3% |
| 3M | -8.5% | +41.9% | -50.4% | -15.0% |
| 6M | -20.8% | +30.2% | -51.1% | -26.0% |
| YTD | -17.2% | -2.9% | -14.3% | -19.0% |
| 1Y | -24.7% | +11.6% | -36.3% | -28.9% |
| 3Y | -9.7% | +37.0% | -46.7% | -23.5% |
| 5Y | +6.0% | -62.8% | +68.8% | -0.5% |
| All | +227.1% | +155.6% | +71.5% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling