+243.9%
B vs W
+214.9%
+28.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.2% | +8.8% | +1.0% |
| 7D | +4.3% | -5.6% | +9.9% | +4.7% |
| 30D | -0.9% | +7.5% | -8.5% | -1.4% |
| 3M | -1.4% | +5.4% | -6.8% | -1.7% |
| 6M | +5.0% | +79.4% | -74.4% | +0.8% |
| YTD | -5.8% | +12.9% | -18.8% | -7.5% |
| 1Y | +25.6% | +12.4% | +13.2% | +23.3% |
| 3Y | +161.6% | +128.5% | +33.1% | +141.9% |
| 5Y | +135.2% | -54.0% | +189.2% | +123.0% |
| 10Y | +170.7% | +248.8% | -78.0% | +126.9% |
| All | +243.9% | +214.9% | +28.9% | +186.2% |
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 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