+376.8%
V vs W
+146.2%
+230.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.8% |
| 7D | -1.1% | +6.5% | -7.6% | -1.8% |
| 30D | +1.9% | -6.2% | +8.1% | +2.5% |
| 3M | +15.5% | +48.9% | -33.3% | +9.5% |
| 6M | +16.6% | +31.2% | -14.6% | +11.5% |
| YTD | +5.7% | -0.4% | +6.2% | +3.7% |
| 1Y | +8.6% | +14.8% | -6.3% | +4.1% |
| 3Y | +52.5% | +40.5% | +12.0% | +35.2% |
| 5Y | +67.1% | -62.1% | +129.3% | +59.3% |
| 10Y | +376.8% | +141.5% | +235.3% | +210.5% |
| All | +376.8% | +146.2% | +230.6% | +210.5% |
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