+8.1%
EW vs W
+11.1%
-3.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.6% |
| 7D | -4.4% | +6.5% | -10.9% | -5.0% |
| 30D | -3.3% | -6.2% | +2.9% | -2.8% |
| 3M | +1.0% | +48.9% | -47.9% | -4.5% |
| 6M | +6.2% | +31.2% | -25.0% | +1.6% |
| YTD | +1.7% | -0.4% | +2.2% | +0.6% |
| 1Y | +8.1% | +14.8% | -6.7% | +4.4% |
| All | +8.1% | +11.1% | -3.0% | +4.4% |
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 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