+995.4%
TER vs W
+212.4%
+783.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +0.2% | +14.2% | +14.4% |
| 30D | -30.6% | +6.8% | -37.4% | -31.7% |
| 3M | -39.2% | +10.7% | -49.9% | -40.9% |
| 6M | -31.3% | +86.3% | -117.6% | -41.5% |
| YTD | +29.1% | +11.5% | +17.6% | +21.8% |
| 1Y | +47.4% | +5.1% | +42.3% | +40.3% |
| 3Y | +191.2% | +171.0% | +20.2% | +106.6% |
| 5Y | +74.0% | -56.6% | +130.6% | +55.2% |
| All | +995.4% | +212.4% | +783.1% | +464.5% |
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