+634.6%
XYZ vs W
+228.8%
+405.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.4% | -2.0% |
| 7D | +12.6% | +1.1% | +11.5% | +12.4% |
| 30D | +10.8% | +6.4% | +4.4% | +8.3% |
| 3M | +8.4% | +9.0% | -0.6% | +4.6% |
| 6M | +14.3% | +69.8% | -55.5% | -9.9% |
| YTD | +31.5% | +12.1% | +19.4% | +18.6% |
| 1Y | +28.1% | 0.0% | +28.1% | +20.2% |
| 3Y | +66.2% | +160.3% | -94.2% | -8.7% |
| 5Y | -62.3% | -53.3% | -9.0% | -66.7% |
| 10Y | +634.6% | +217.0% | +417.6% | +231.6% |
| All | +634.6% | +228.8% | +405.8% | +231.6% |
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