+372.3%
SE vs W
+66.6%
+305.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.4% |
| 7D | 0.0% | +1.1% | -1.0% | -0.3% |
| 30D | -19.4% | +6.4% | -25.8% | -21.1% |
| 3M | -33.1% | +9.0% | -42.1% | -35.1% |
| 6M | -11.4% | +69.8% | -81.3% | -26.9% |
| YTD | -39.8% | +12.1% | -51.9% | -44.8% |
| 1Y | -50.5% | 0.0% | -50.5% | -53.3% |
| 3Y | +68.9% | +160.3% | -91.5% | +1.2% |
| 5Y | -77.1% | -53.3% | -23.8% | -80.6% |
| All | +372.3% | +66.6% | +305.7% | +164.2% |
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