+157.6%
B vs W
-63.2%
+220.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.4% |
| 7D | -1.6% | -4.2% | +2.6% | -1.3% |
| 30D | +9.4% | -7.6% | +17.0% | +10.1% |
| 3M | +5.0% | +37.2% | -32.2% | +1.9% |
| 6M | -3.5% | +26.3% | -29.9% | -6.0% |
| YTD | +4.5% | -1.0% | +5.4% | +3.2% |
| 1Y | +67.8% | +20.1% | +47.7% | +63.3% |
| 3Y | +196.7% | +37.8% | +158.9% | +179.0% |
| All | +157.6% | -63.2% | +220.8% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling