+520.4%
ON vs W
+219.1%
+301.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.7% |
| 7D | -4.1% | +1.1% | -5.2% | -4.4% |
| 30D | -10.2% | +6.4% | -16.6% | -11.8% |
| 3M | -12.7% | +9.0% | -21.7% | -15.3% |
| 6M | -32.5% | +69.8% | -102.4% | -43.4% |
| YTD | +28.6% | +12.1% | +16.5% | +18.5% |
| 1Y | +43.4% | 0.0% | +43.4% | +35.6% |
| 3Y | +3.3% | +160.3% | -157.0% | -31.9% |
| 5Y | +22.5% | -53.3% | +75.8% | +6.3% |
| All | +520.4% | +219.1% | +301.3% | +154.3% |
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