+599.5%
XYZ vs W
+238.4%
+361.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.3% |
| 7D | +12.1% | -3.6% | +15.7% | +13.9% |
| 30D | +12.4% | +7.0% | +5.4% | +9.7% |
| 3M | +8.2% | +7.4% | +0.8% | +4.9% |
| 6M | +20.7% | +69.3% | -48.6% | -4.7% |
| YTD | +31.3% | +11.3% | +20.0% | +18.8% |
| 1Y | +20.5% | +13.2% | +7.3% | +7.3% |
| 3Y | +72.6% | +142.0% | -69.4% | -2.3% |
| 5Y | -64.0% | -54.6% | -9.4% | -67.8% |
| All | +599.5% | +238.4% | +361.1% | +237.7% |
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