-26.3%
U vs W
-58.6%
+32.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -0.3% |
| 7D | +24.4% | +1.1% | +23.3% | +22.4% |
| 30D | +7.4% | +6.4% | +1.0% | +3.0% |
| 3M | +16.8% | +9.0% | +7.8% | +9.9% |
| 6M | +78.8% | +69.8% | +8.9% | +28.3% |
| YTD | +14.0% | +12.1% | +1.9% | -1.5% |
| 1Y | +16.7% | 0.0% | +16.7% | +5.9% |
| 3Y | +86.4% | +160.3% | -74.0% | -18.2% |
| 5Y | -71.5% | -53.3% | -18.2% | -77.9% |
| All | -26.3% | -58.6% | +32.3% | -40.8% |
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