+155.9%
SO vs W
+146.2%
+9.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +1.0% | +6.5% | -5.5% | +0.8% |
| 30D | -3.2% | -6.2% | +3.0% | -3.0% |
| 3M | -1.7% | +48.9% | -50.6% | -3.3% |
| 6M | -7.2% | +31.2% | -38.4% | -8.5% |
| YTD | +4.6% | -0.4% | +5.0% | +4.0% |
| 1Y | +1.2% | +14.8% | -13.6% | -0.2% |
| 3Y | +45.3% | +40.5% | +4.8% | +39.5% |
| 5Y | +58.7% | -62.1% | +120.8% | +56.5% |
| 10Y | +155.9% | +141.5% | +14.3% | +112.7% |
| All | +155.9% | +146.2% | +9.6% | +112.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling