+198.6%
PM vs W
+146.2%
+52.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | +6.5% | -7.8% | -1.5% |
| 30D | -2.6% | -6.2% | +3.7% | -2.3% |
| 3M | +5.8% | +48.9% | -43.1% | +3.8% |
| 6M | +10.6% | +31.2% | -20.6% | +8.8% |
| YTD | +17.2% | -0.4% | +17.6% | +16.4% |
| 1Y | +17.6% | +14.8% | +2.8% | +15.9% |
| 3Y | +124.3% | +40.5% | +83.7% | +114.1% |
| 5Y | +125.1% | -62.1% | +187.2% | +123.3% |
| 10Y | +198.6% | +141.5% | +57.1% | +150.0% |
| All | +198.6% | +146.2% | +52.4% | +150.0% |
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