+370.1%
PSX vs W
+146.2%
+223.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | +2.8% | +6.5% | -3.7% | +2.3% |
| 30D | +27.8% | -6.2% | +34.0% | +28.3% |
| 3M | +42.0% | +48.9% | -6.8% | +35.8% |
| 6M | +58.1% | +31.2% | +26.9% | +51.9% |
| YTD | +105.0% | -0.4% | +105.5% | +101.2% |
| 1Y | +104.9% | +14.8% | +90.1% | +96.9% |
| 3Y | +134.1% | +40.5% | +93.5% | +110.2% |
| 5Y | +363.8% | -62.1% | +426.0% | +347.5% |
| 10Y | +370.1% | +141.5% | +228.6% | +180.4% |
| All | +370.1% | +146.2% | +223.9% | +180.4% |
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