+245.7%
B vs W
+210.4%
+35.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.6% |
| 7D | +9.6% | -3.6% | +13.2% | +9.8% |
| 30D | +3.5% | +7.0% | -3.4% | +3.1% |
| 3M | -1.6% | +7.4% | -9.0% | -2.1% |
| 6M | -1.7% | +69.3% | -71.0% | -5.3% |
| YTD | -5.3% | +11.3% | -16.6% | -6.9% |
| 1Y | +27.2% | +13.2% | +14.0% | +24.9% |
| 3Y | +166.1% | +142.0% | +24.1% | +145.4% |
| 5Y | +136.5% | -54.6% | +191.1% | +124.4% |
| 10Y | +172.2% | +243.7% | -71.5% | +128.3% |
| All | +245.7% | +210.4% | +35.4% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling