+93.6%
DE vs W
+163.3%
-69.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.2% |
| 7D | +3.3% | +1.1% | +2.2% | +3.1% |
| 30D | +10.7% | +6.4% | +4.3% | +10.0% |
| 3M | +13.1% | +9.0% | +4.2% | +11.9% |
| 6M | +20.2% | +69.8% | -49.6% | +12.8% |
| YTD | +48.9% | +12.1% | +36.8% | +44.6% |
| 1Y | +46.6% | 0.0% | +46.6% | +44.2% |
| All | +93.6% | +163.3% | -69.8% | +56.6% |
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