+27.2%
B vs W
+10.8%
+16.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.8% |
| 7D | +9.6% | -3.6% | +13.2% | +10.2% |
| 30D | +3.5% | +7.0% | -3.4% | +2.2% |
| 3M | -1.6% | +7.4% | -9.0% | -3.0% |
| 6M | -1.7% | +69.3% | -71.0% | -13.1% |
| YTD | -5.3% | +11.3% | -16.6% | -10.1% |
| 1Y | +27.2% | +13.2% | +14.0% | +19.7% |
| All | +27.2% | +10.8% | +16.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling