-53.4%
TE vs W
+0.6%
-53.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -4.1% | -6.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -16.3% | -5.6% | -10.7% | -15.0% |
| 3M | -40.8% | +41.9% | -82.7% | -46.2% |
| 6M | -42.6% | +30.2% | -72.8% | -46.8% |
| YTD | -31.4% | -2.9% | -28.5% | -32.1% |
| 1Y | +144.9% | +11.6% | +133.3% | +132.5% |
| 3Y | -26.0% | +37.0% | -63.0% | -36.6% |
| 5Y | -48.5% | -62.8% | +14.4% | -55.8% |
| All | -53.4% | +0.6% | -53.9% | -61.6% |
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