+568.4%
MA vs W
+228.8%
+339.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.9% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | +11.8% | +6.4% | +5.4% | +10.8% |
| 3M | +17.2% | +9.0% | +8.2% | +15.5% |
| 6M | +33.4% | +69.8% | -36.4% | +22.6% |
| YTD | +16.1% | +12.1% | +4.1% | +11.6% |
| 1Y | +19.9% | 0.0% | +19.9% | +16.8% |
| 3Y | +70.1% | +160.3% | -90.3% | +36.1% |
| 5Y | +89.6% | -53.3% | +142.9% | +74.9% |
| 10Y | +568.4% | +217.0% | +351.5% | +301.5% |
| All | +568.4% | +228.8% | +339.6% | +301.5% |
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 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