+63.8%
EW vs W
+160.9%
-97.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +4.9% | -1.7% | +6.6% | +5.1% |
| 30D | +24.1% | +3.2% | +20.8% | +23.6% |
| 3M | +13.7% | +8.3% | +5.4% | +12.7% |
| 6M | +32.7% | +84.3% | -51.6% | +24.5% |
| YTD | +24.1% | +11.0% | +13.1% | +21.0% |
| 1Y | +23.6% | -0.2% | +23.8% | +21.4% |
| All | +63.8% | +160.9% | -97.1% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling