+218.4%
C vs W
+210.4%
+8.0%
-56.5%
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% | +0.7% |
| 7D | -2.4% | -3.6% | +1.2% | -2.0% |
| 30D | -6.0% | +7.0% | -12.9% | -7.0% |
| 3M | -10.5% | +7.4% | -17.9% | -11.8% |
| 6M | -5.7% | +69.3% | -75.0% | -13.8% |
| YTD | +4.1% | +11.3% | -7.2% | +0.2% |
| 1Y | +20.5% | +13.2% | +7.3% | +15.3% |
| 3Y | +208.1% | +142.0% | +66.1% | +151.4% |
| 5Y | +110.4% | -54.6% | +165.0% | +91.9% |
| 10Y | +234.6% | +243.7% | -9.1% | +99.2% |
| All | +218.4% | +210.4% | +8.0% | +89.0% |
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