-37.5%
U vs W
-63.3%
+25.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +4.5% | +6.5% | -2.0% | +1.3% |
| 30D | -0.6% | -6.2% | +5.6% | +2.1% |
| 3M | +48.4% | +48.9% | -0.4% | +16.4% |
| 6M | +115.4% | +31.2% | +84.2% | +75.4% |
| YTD | -3.2% | -0.4% | -2.8% | -10.0% |
| 1Y | -6.0% | +14.8% | -20.9% | -22.3% |
| 3Y | +13.5% | +40.5% | -27.1% | -29.5% |
| 5Y | -68.0% | -62.1% | -5.9% | -72.6% |
| All | -37.5% | -63.3% | +25.8% | -45.9% |
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