+24.5%
EW vs W
+8.7%
+15.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +2.0% |
| 7D | +12.3% | +3.3% | +9.0% | +11.7% |
| 30D | +22.9% | +10.5% | +12.4% | +21.3% |
| 3M | +16.7% | +9.6% | +7.1% | +15.2% |
| 6M | +31.0% | +76.4% | -45.4% | +20.8% |
| YTD | +22.8% | +16.4% | +6.4% | +20.2% |
| All | +24.5% | +8.7% | +15.9% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling