+216.8%
C vs W
+214.9%
+1.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.2% | +3.2% | -3.9% |
| 7D | -5.3% | -5.6% | +0.3% | -4.6% |
| 30D | -7.3% | +7.5% | -14.8% | -8.4% |
| 3M | -13.5% | +5.4% | -18.9% | -14.4% |
| 6M | -6.5% | +79.4% | -85.9% | -15.3% |
| YTD | +3.6% | +12.9% | -9.3% | -0.5% |
| 1Y | +18.9% | +12.4% | +6.5% | +13.8% |
| 3Y | +205.0% | +128.5% | +76.5% | +150.6% |
| 5Y | +109.4% | -54.0% | +163.3% | +90.5% |
| 10Y | +232.9% | +248.8% | -15.8% | +97.8% |
| All | +216.8% | +214.9% | +1.8% | +87.7% |
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