+268.4%
CI vs W
+210.4%
+58.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -1.6% | -3.6% | +2.0% | -1.4% |
| 30D | +5.4% | +7.0% | -1.5% | +4.9% |
| 3M | +7.3% | +7.4% | -0.1% | +6.7% |
| 6M | +5.3% | +69.3% | -64.0% | +1.1% |
| YTD | +8.5% | +11.3% | -2.8% | +6.5% |
| 1Y | +17.1% | +13.2% | +3.9% | +14.7% |
| 3Y | +1.4% | +142.0% | -140.6% | -8.6% |
| 5Y | +50.5% | -54.6% | +105.1% | +47.1% |
| 10Y | +168.5% | +243.7% | -75.2% | +88.1% |
| All | +268.4% | +210.4% | +58.0% | +158.0% |
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