+113.6%
C vs W
-52.8%
+166.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.4% | -7.4% | +7.0% | +0.6% |
| 30D | -5.3% | +7.8% | -13.1% | -6.5% |
| 3M | -8.0% | +10.9% | -18.9% | -9.7% |
| 6M | -0.3% | +86.4% | -86.7% | -10.3% |
| YTD | +8.6% | +14.0% | -5.3% | +4.0% |
| 1Y | +25.8% | +3.5% | +22.3% | +21.7% |
| 3Y | +221.2% | +164.8% | +56.4% | +158.0% |
| 5Y | +113.6% | -53.1% | +166.7% | +75.4% |
| All | +113.6% | -52.8% | +166.4% | +75.4% |
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