+266.3%
C vs W
+176.2%
+90.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | +3.6% | -4.2% | +7.8% | +4.2% |
| 30D | +0.1% | -7.6% | +7.6% | +1.0% |
| 3M | +2.4% | +37.2% | -34.7% | -3.2% |
| 6M | +24.9% | +26.3% | -1.4% | +18.9% |
| YTD | +19.8% | -1.0% | +20.8% | +17.5% |
| 1Y | +44.9% | +20.1% | +24.8% | +37.1% |
| 3Y | +263.0% | +37.8% | +225.2% | +218.2% |
| 5Y | +129.5% | -63.7% | +193.2% | +116.1% |
| 10Y | +291.6% | +156.3% | +135.3% | +141.0% |
| All | +266.3% | +176.2% | +90.1% | +121.7% |
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