+65.3%
T vs W
+146.2%
-80.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.3% |
| 7D | -1.5% | +6.5% | -8.0% | -1.8% |
| 30D | +7.6% | -6.2% | +13.8% | +7.8% |
| 3M | +15.3% | +48.9% | -33.6% | +13.0% |
| 6M | -8.5% | +31.2% | -39.7% | -10.0% |
| YTD | +6.8% | -0.4% | +7.2% | +5.9% |
| 1Y | -7.2% | +14.8% | -22.1% | -8.8% |
| 3Y | +108.2% | +40.5% | +67.7% | +98.5% |
| 5Y | +66.1% | -62.1% | +128.2% | +62.2% |
| 10Y | +65.3% | +141.5% | -76.2% | +35.3% |
| All | +65.3% | +146.2% | -80.9% | +35.3% |
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