+216.5%
C vs W
+167.8%
+48.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.4% | -7.4% | +7.0% | +0.9% |
| 30D | -5.3% | +7.8% | -13.1% | -6.7% |
| 3M | -8.0% | +10.9% | -18.9% | -10.1% |
| 6M | -0.3% | +86.4% | -86.7% | -12.9% |
| YTD | +8.6% | +14.0% | -5.3% | +2.7% |
| 1Y | +25.8% | +3.5% | +22.3% | +20.6% |
| All | +216.5% | +167.8% | +48.7% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling