+597.0%
SE vs W
+48.1%
+548.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +0.6% | +6.5% | -5.9% | -1.2% |
| 30D | -0.1% | -6.2% | +6.1% | +1.7% |
| 3M | +34.1% | +48.9% | -14.7% | +16.2% |
| 6M | +23.2% | +31.2% | -8.0% | +9.6% |
| YTD | -11.2% | -0.4% | -10.7% | -15.4% |
| 1Y | -40.5% | +14.8% | -55.4% | -46.9% |
| 3Y | +196.3% | +40.5% | +155.8% | +115.7% |
| 5Y | -67.0% | -62.1% | -4.9% | -70.5% |
| All | +597.0% | +48.1% | +548.9% | +305.4% |
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