+23.7%
EW vs W
+4.6%
+19.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.2% |
| 7D | +9.3% | +1.1% | +8.2% | +9.0% |
| 30D | +22.1% | +6.4% | +15.7% | +21.0% |
| 3M | +13.0% | +9.0% | +4.0% | +11.7% |
| 6M | +30.1% | +69.8% | -39.7% | +20.5% |
| YTD | +22.0% | +12.1% | +9.9% | +20.0% |
| 1Y | +23.7% | 0.0% | +23.7% | +23.8% |
| All | +23.7% | +4.6% | +19.1% | +23.8% |
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