+290.0%
NXPI vs W
+176.2%
+113.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.3% | +0.8% |
| 7D | +1.9% | -4.2% | +6.1% | +2.7% |
| 30D | -1.4% | -7.6% | +6.1% | -0.1% |
| 3M | -29.1% | +37.2% | -66.2% | -34.1% |
| 6M | +6.2% | +26.3% | -20.1% | -0.6% |
| YTD | +5.9% | -1.0% | +6.8% | +2.9% |
| 1Y | +2.9% | +20.1% | -17.2% | -5.1% |
| 3Y | +14.5% | +37.8% | -23.3% | -4.1% |
| 5Y | +17.1% | -63.7% | +80.7% | +8.4% |
| 10Y | +193.4% | +156.3% | +37.0% | +79.2% |
| All | +290.0% | +176.2% | +113.8% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling