+387.2%
BE vs W
-54.5%
+441.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.9% | +3.9% |
| 7D | -14.7% | -3.6% | -11.1% | -13.8% |
| 30D | -40.5% | +7.0% | -47.5% | -42.0% |
| 3M | -24.3% | +7.4% | -31.7% | -26.7% |
| 6M | -39.3% | +69.3% | -108.6% | -51.5% |
| YTD | +99.4% | +11.3% | +88.1% | +83.4% |
| 1Y | +26.6% | +13.2% | +13.4% | +15.1% |
| 3Y | +1,616.9% | +142.0% | +1,474.9% | +959.8% |
| All | +387.2% | -54.5% | +441.7% | +375.1% |
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 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