+584.9%
XYZ vs W
+212.4%
+372.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | +11.5% | +6.8% | +4.7% | +8.9% |
| 3M | +1.8% | +10.7% | -8.9% | -2.3% |
| 6M | +21.2% | +86.3% | -65.1% | -7.7% |
| YTD | +29.9% | +11.5% | +18.5% | +17.5% |
| 1Y | +35.8% | +5.1% | +30.7% | +24.9% |
| 3Y | +62.6% | +171.0% | -108.4% | -12.0% |
| 5Y | -62.8% | -56.6% | -6.2% | -66.1% |
| All | +584.9% | +212.4% | +372.5% | +212.1% |
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