-22.7%
U vs W
-58.9%
+36.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.1% |
| 7D | +2.6% | +0.2% | +2.4% | +2.3% |
| 30D | +27.6% | +6.8% | +20.7% | +21.9% |
| 3M | +15.3% | +10.7% | +4.7% | +7.7% |
| 6M | +96.4% | +86.3% | +10.0% | +34.6% |
| YTD | +19.6% | +11.5% | +8.1% | +3.6% |
| 1Y | +42.1% | +5.1% | +37.0% | +25.5% |
| 3Y | +87.5% | +171.0% | -83.5% | -19.5% |
| 5Y | -73.1% | -56.6% | -16.5% | -78.7% |
| All | -22.7% | -58.9% | +36.1% | -37.8% |
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