+234.7%
PM vs W
+268.4%
-33.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.0% | -2.6% |
| 7D | -7.3% | +3.3% | -10.6% | -7.4% |
| 30D | -4.0% | +10.5% | -14.5% | -4.4% |
| 3M | +2.7% | +9.6% | -6.9% | +2.3% |
| 6M | +14.9% | +76.4% | -61.5% | +11.8% |
| YTD | +23.5% | +16.4% | +7.1% | +21.9% |
| 1Y | +30.4% | +9.3% | +21.0% | +28.9% |
| 3Y | +143.2% | +172.8% | -29.6% | +125.1% |
| 5Y | +159.5% | -53.4% | +212.8% | +155.0% |
| 10Y | +234.7% | +243.6% | -9.0% | +188.2% |
| All | +234.7% | +268.4% | -33.8% | +188.2% |
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