+250.1%
SPOT vs W
+54.2%
+195.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.3% |
| 7D | -6.9% | +0.5% | -7.3% | -7.0% |
| 30D | +4.1% | -5.6% | +9.7% | +5.1% |
| 3M | +3.7% | +41.9% | -38.2% | -5.3% |
| 6M | -1.6% | +30.2% | -31.8% | -9.5% |
| YTD | -10.2% | -2.9% | -7.2% | -12.9% |
| 1Y | -25.9% | +11.6% | -37.5% | -31.3% |
| 3Y | +235.6% | +37.0% | +198.6% | +169.5% |
| 5Y | +110.6% | -62.8% | +173.4% | +88.8% |
| All | +250.1% | +54.2% | +195.9% | +134.8% |
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