+128.3%
SBUX vs W
+142.4%
-14.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -6.3% | +5.9% | -12.2% | -6.9% |
| 30D | -3.9% | -3.0% | -0.8% | -3.6% |
| 3M | +3.3% | +40.3% | -37.1% | -2.1% |
| 6M | +1.4% | +32.2% | -30.8% | -3.7% |
| YTD | +21.0% | -0.3% | +21.2% | +18.3% |
| 1Y | +22.4% | +16.2% | +6.2% | +16.5% |
| 3Y | +13.2% | +40.7% | -27.5% | -0.8% |
| 5Y | -5.2% | -62.3% | +57.2% | -12.9% |
| 10Y | +128.3% | +162.2% | -33.9% | +45.7% |
| All | +128.3% | +142.4% | -14.0% | +45.7% |
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