+1.4%
CI vs W
+123.5%
-122.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.6% |
| 7D | -1.6% | -3.6% | +2.0% | -1.5% |
| 30D | +5.4% | +7.0% | -1.5% | +5.4% |
| 3M | +7.3% | +7.4% | -0.1% | +7.2% |
| 6M | +5.3% | +69.3% | -64.0% | +4.8% |
| YTD | +8.5% | +11.3% | -2.8% | +8.4% |
| 1Y | +17.1% | +13.2% | +3.9% | +17.0% |
| 3Y | +1.4% | +142.0% | -140.6% | +2.9% |
| All | +1.4% | +123.5% | -122.1% | +2.9% |
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