+487.7%
EW vs W
+210.4%
+277.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.5% |
| 7D | +11.0% | -3.6% | +14.6% | +11.4% |
| 30D | +19.1% | +7.0% | +12.1% | +18.0% |
| 3M | +14.4% | +7.4% | +7.0% | +13.1% |
| 6M | +22.8% | +69.3% | -46.5% | +14.2% |
| YTD | +19.8% | +11.3% | +8.5% | +16.0% |
| 1Y | +23.9% | +13.2% | +10.7% | +19.4% |
| 3Y | +52.2% | +142.0% | -89.8% | +27.4% |
| 5Y | -13.9% | -54.6% | +40.7% | -20.7% |
| 10Y | +241.9% | +243.7% | -1.8% | +121.2% |
| All | +487.7% | +210.4% | +277.3% | +277.4% |
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