+195.8%
NXPI vs W
+146.2%
+49.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | +0.7% | +6.5% | -5.8% | -0.6% |
| 30D | -6.6% | -6.2% | -0.4% | -5.5% |
| 3M | -25.4% | +48.9% | -74.3% | -32.2% |
| 6M | +11.9% | +31.2% | -19.3% | +3.5% |
| YTD | +4.0% | -0.4% | +4.5% | +0.8% |
| 1Y | +1.0% | +14.8% | -13.8% | -6.4% |
| 3Y | +16.3% | +40.5% | -24.2% | -4.4% |
| 5Y | +17.7% | -62.1% | +79.8% | +8.0% |
| 10Y | +195.8% | +141.5% | +54.3% | +90.8% |
| All | +195.8% | +146.2% | +49.6% | +90.8% |
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