+141.5%
W vs Z
-7.0%
+148.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +7.0% | +4.8% |
| 7D | +6.5% | -3.3% | +9.7% | +8.4% |
| 30D | -6.2% | -3.7% | -2.5% | -4.8% |
| 3M | +48.9% | -7.0% | +55.9% | +53.8% |
| 6M | +31.2% | -29.5% | +60.7% | +60.8% |
| YTD | -0.4% | -52.6% | +52.1% | +56.2% |
| 1Y | +14.8% | -64.0% | +78.8% | +113.4% |
| 3Y | +40.5% | -36.4% | +76.9% | +71.9% |
| 5Y | -62.1% | -65.8% | +3.6% | -35.6% |
| 10Y | +141.5% | -5.8% | +147.4% | +93.7% |
| All | +141.5% | -7.0% | +148.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded Z 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling