+200.5%
NXPI vs W
+268.4%
-67.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.6% | -1.3% | +2.3% |
| 7D | -0.3% | +3.3% | -3.6% | -1.1% |
| 30D | +12.7% | +10.5% | +2.2% | +10.3% |
| 3M | +7.5% | +9.6% | -2.2% | +5.0% |
| 6M | -12.3% | +76.4% | -88.7% | -23.5% |
| YTD | +19.7% | +16.4% | +3.3% | +12.0% |
| 1Y | +27.6% | +9.3% | +18.2% | +20.3% |
| 3Y | +50.0% | +172.8% | -122.9% | +8.6% |
| 5Y | +27.2% | -53.4% | +80.5% | +11.8% |
| 10Y | +200.5% | +243.6% | -43.1% | +82.9% |
| All | +200.5% | +268.4% | -67.9% | +82.9% |
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