+107.4%
DE vs W
-52.8%
+160.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +2.3% | -7.4% | +9.6% | +2.8% |
| 30D | +9.3% | +7.8% | +1.5% | +8.6% |
| 3M | +12.2% | +10.9% | +1.3% | +11.0% |
| 6M | +18.1% | +86.4% | -68.3% | +11.2% |
| YTD | +49.8% | +14.0% | +35.8% | +45.7% |
| 1Y | +46.4% | +3.5% | +42.9% | +43.4% |
| 3Y | +92.5% | +164.8% | -72.2% | +66.1% |
| 5Y | +107.4% | -53.1% | +160.5% | +87.5% |
| All | +107.4% | -52.8% | +160.2% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling