+916.8%
DE vs W
+210.9%
+706.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +3.6% | +6.8% | -3.3% | +2.8% |
| 3M | +10.2% | +10.7% | -0.4% | +8.8% |
| 6M | +16.6% | +86.3% | -69.8% | +8.5% |
| YTD | +45.8% | +11.5% | +34.4% | +41.2% |
| 1Y | +43.9% | +5.1% | +38.8% | +39.9% |
| 3Y | +89.6% | +171.0% | -81.4% | +60.2% |
| 5Y | +100.3% | -56.6% | +156.9% | +87.6% |
| 10Y | +760.8% | +213.4% | +547.4% | +520.0% |
| All | +916.8% | +210.9% | +706.0% | +628.5% |
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 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