+58.8%
T vs W
+228.8%
-170.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.4% | +0.8% |
| 7D | +2.6% | +1.1% | +1.5% | +2.5% |
| 30D | -1.1% | +6.4% | -7.5% | -1.4% |
| 3M | -7.7% | +9.0% | -16.7% | -8.2% |
| 6M | -10.6% | +69.8% | -80.4% | -13.0% |
| YTD | -7.5% | +12.1% | -19.5% | -8.7% |
| 1Y | -7.4% | 0.0% | -7.4% | -8.2% |
| 3Y | +63.1% | +160.3% | -97.3% | +50.7% |
| 5Y | +55.2% | -53.3% | +108.5% | +50.0% |
| 10Y | +58.8% | +217.0% | -158.2% | +33.8% |
| All | +58.8% | +228.8% | -170.0% | +33.8% |
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