+584.1%
MA vs W
+211.1%
+373.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -0.9% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | +7.9% | +3.2% | +4.7% | +7.3% |
| 3M | +16.8% | +8.3% | +8.5% | +15.2% |
| 6M | +31.0% | +84.3% | -53.3% | +19.1% |
| YTD | +15.0% | +11.0% | +4.0% | +10.7% |
| 1Y | +17.0% | -0.2% | +17.2% | +14.0% |
| 3Y | +68.5% | +157.9% | -89.5% | +34.9% |
| 5Y | +85.0% | -56.8% | +141.8% | +72.7% |
| All | +584.1% | +211.1% | +373.0% | +309.6% |
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