+938.1%
DE vs W
+212.6%
+725.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| 6M | +20.2% | +69.8% | -49.6% | +12.8% |
| YTD | +48.9% | +12.1% | +36.8% | +44.1% |
| 1Y | +46.6% | 0.0% | +46.6% | +43.3% |
| 3Y | +91.4% | +160.3% | -69.0% | +62.4% |
| 5Y | +108.1% | -53.3% | +161.4% | +93.3% |
| 10Y | +782.7% | +217.0% | +565.7% | +535.4% |
| All | +938.1% | +212.6% | +725.6% | +643.4% |
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