+621.5%
XYZ vs W
+224.5%
+397.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -2.2% | -7.4% | +5.2% | +0.6% |
| 30D | +11.6% | +7.8% | +3.8% | +8.6% |
| 3M | +8.4% | +10.9% | -2.5% | +3.9% |
| 6M | +17.2% | +86.4% | -69.3% | -10.8% |
| YTD | +31.7% | +14.0% | +17.7% | +18.0% |
| 1Y | +30.1% | +3.5% | +26.5% | +20.4% |
| 3Y | +66.4% | +164.8% | -98.3% | -9.2% |
| 5Y | -62.2% | -53.1% | -9.0% | -66.6% |
| 10Y | +621.5% | +220.4% | +401.1% | +224.2% |
| All | +621.5% | +224.5% | +397.0% | +224.2% |
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