+1,671.4%
TER vs W
+146.8%
+1,524.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.9% |
| 7D | +0.6% | -4.2% | +4.8% | +1.6% |
| 30D | -8.3% | -7.6% | -0.7% | -6.8% |
| 3M | -12.2% | +37.2% | -49.4% | -19.4% |
| 6M | +17.1% | +26.3% | -9.3% | +8.8% |
| YTD | +84.7% | -1.0% | +85.6% | +79.9% |
| 1Y | +199.9% | +20.1% | +179.8% | +174.8% |
| 3Y | +232.8% | +37.8% | +195.0% | +172.1% |
| 5Y | +198.6% | -63.7% | +262.2% | +177.8% |
| All | +1,671.4% | +146.8% | +1,524.6% | +859.6% |
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