+267.3%
SBUX vs W
+209.7%
+57.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.2% |
| 30D | +16.6% | +3.2% | +13.4% | +16.1% |
| 3M | -0.6% | +8.3% | -8.9% | -1.7% |
| 6M | +1.8% | +84.3% | -82.5% | -6.4% |
| YTD | +29.7% | +11.0% | +18.7% | +25.4% |
| 1Y | +26.1% | -0.2% | +26.3% | +23.1% |
| 3Y | +10.3% | +157.9% | -147.7% | -8.1% |
| 5Y | +7.6% | -56.8% | +64.4% | -2.1% |
| 10Y | +146.7% | +212.2% | -65.5% | +67.5% |
| All | +267.3% | +209.7% | +57.6% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling