+152.8%
SBUX vs W
+224.5%
-71.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +0.2% | -7.4% | +7.6% | +1.1% |
| 30D | +19.1% | +7.8% | +11.3% | +17.9% |
| 3M | +3.6% | +10.9% | -7.3% | +2.0% |
| 6M | +5.1% | +86.4% | -81.3% | -4.3% |
| YTD | +32.9% | +14.0% | +18.9% | +27.6% |
| 1Y | +30.4% | +3.5% | +26.9% | +26.5% |
| 3Y | +13.0% | +164.8% | -151.8% | -8.0% |
| 5Y | +10.5% | -53.1% | +63.7% | -1.0% |
| 10Y | +152.8% | +220.4% | -67.7% | +59.4% |
| All | +152.8% | +224.5% | -71.8% | +59.4% |
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