+153.3%
SO vs W
+144.9%
+8.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.8% |
| 7D | -0.2% | -4.2% | +4.0% | 0.0% |
| 30D | -4.6% | -7.6% | +3.0% | -4.4% |
| 3M | -3.0% | +37.2% | -40.2% | -4.3% |
| 6M | -8.3% | +26.3% | -34.6% | -9.4% |
| YTD | +3.5% | -1.0% | +4.5% | +2.9% |
| 1Y | -0.9% | +20.1% | -21.0% | -2.5% |
| 3Y | +45.4% | +37.8% | +7.6% | +39.7% |
| 5Y | +59.6% | -63.7% | +123.3% | +57.8% |
| All | +153.3% | +144.9% | +8.4% | +110.6% |
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 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