+82.7%
O vs W
+228.8%
-146.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.3% |
| 7D | +3.5% | +1.1% | +2.5% | +3.4% |
| 30D | +10.4% | +6.4% | +4.0% | +9.8% |
| 3M | -2.4% | +9.0% | -11.4% | -3.2% |
| 6M | -1.2% | +69.8% | -71.0% | -5.9% |
| YTD | +10.4% | +12.1% | -1.7% | +7.8% |
| 1Y | +11.4% | 0.0% | +11.4% | +9.6% |
| 3Y | +40.4% | +160.3% | -119.9% | +22.6% |
| 5Y | +12.1% | -53.3% | +65.4% | +6.9% |
| 10Y | +82.7% | +217.0% | -134.2% | +20.2% |
| All | +82.7% | +228.8% | -146.1% | +20.2% |
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