+208.9%
W vs Z
-19.3%
+228.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.1% |
| 7D | -1.7% | -4.9% | +3.2% | +1.6% |
| 30D | +3.2% | +3.0% | +0.3% | +0.4% |
| 3M | +8.3% | -13.4% | +21.7% | +16.2% |
| 6M | +84.3% | -27.3% | +111.6% | +120.5% |
| YTD | +11.0% | -57.8% | +68.8% | +85.6% |
| 1Y | -0.2% | -60.0% | +59.8% | +71.9% |
| 3Y | +157.9% | -21.5% | +179.5% | +168.8% |
| 5Y | -56.8% | -55.0% | -1.8% | -33.0% |
| All | +208.9% | -19.3% | +228.2% | +166.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling