+539.2%
MAR vs W
+224.5%
+314.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +1.0% | -7.4% | +8.4% | +2.0% |
| 30D | +16.2% | +7.8% | +8.4% | +14.8% |
| 3M | +23.1% | +10.9% | +12.2% | +21.0% |
| 6M | +22.0% | +86.4% | -64.5% | +10.3% |
| YTD | +39.2% | +14.0% | +25.2% | +33.2% |
| 1Y | +48.3% | +3.5% | +44.7% | +43.5% |
| 3Y | +123.4% | +164.8% | -41.4% | +79.6% |
| 5Y | +185.4% | -53.1% | +238.5% | +157.2% |
| 10Y | +539.2% | +220.4% | +318.7% | +241.2% |
| All | +539.2% | +224.5% | +314.6% | +241.2% |
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