+196.4%
SO vs W
+212.4%
-15.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +4.7% | +6.8% | -2.1% | +4.4% |
| 3M | +1.7% | +10.7% | -9.0% | +1.3% |
| 6M | +2.2% | +86.3% | -84.2% | -0.4% |
| YTD | +10.0% | +11.5% | -1.5% | +8.8% |
| 1Y | +6.0% | +5.1% | +0.9% | +5.1% |
| 3Y | +54.1% | +171.0% | -116.9% | +43.8% |
| 5Y | +79.6% | -56.6% | +136.3% | +76.4% |
| All | +196.4% | +212.4% | -15.9% | +144.4% |
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