+62.5%
T vs W
+212.4%
-149.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.5% | +0.2% | +2.4% | +2.5% |
| 30D | -3.8% | +6.8% | -10.6% | -4.1% |
| 3M | -8.7% | +10.7% | -19.4% | -9.2% |
| 6M | -8.1% | +86.3% | -94.5% | -10.8% |
| YTD | -6.4% | +11.5% | -17.9% | -7.6% |
| 1Y | -9.8% | +5.1% | -14.9% | -10.7% |
| 3Y | +65.5% | +171.0% | -105.5% | +52.6% |
| 5Y | +57.0% | -56.6% | +113.6% | +52.4% |
| All | +62.5% | +212.4% | -149.9% | +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