+1,677.1%
PLTR vs W
-62.2%
+1,739.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.0% |
| 7D | -3.8% | +1.1% | -4.8% | -4.3% |
| 30D | -19.2% | +6.4% | -25.7% | -21.1% |
| 3M | -3.7% | +9.0% | -12.6% | -7.2% |
| 6M | +22.5% | +69.8% | -47.3% | +0.5% |
| YTD | -5.0% | +12.1% | -17.1% | -11.9% |
| 1Y | -12.8% | 0.0% | -12.8% | -16.7% |
| 3Y | +758.3% | +160.3% | +597.9% | +409.6% |
| 5Y | +649.6% | -53.3% | +702.9% | +520.4% |
| All | +1,677.1% | -62.2% | +1,739.2% | +1,349.6% |
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