+62.5%
T vs W
+211.1%
-148.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.3% |
| 7D | +1.6% | -1.7% | +3.3% | +1.7% |
| 30D | -2.9% | +3.2% | -6.2% | -3.1% |
| 3M | -7.5% | +8.3% | -15.8% | -7.9% |
| 6M | -9.9% | +84.3% | -94.2% | -12.5% |
| YTD | -6.4% | +11.0% | -17.5% | -7.6% |
| 1Y | -9.4% | -0.2% | -9.2% | -10.2% |
| 3Y | +64.9% | +157.9% | -93.1% | +52.4% |
| 5Y | +57.0% | -56.8% | +113.7% | +52.5% |
| All | +62.5% | +211.1% | -148.6% | +36.6% |
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