+417.3%
EW vs W
+176.2%
+241.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -0.3% | -4.2% | +3.8% | +0.1% |
| 30D | +1.0% | -7.6% | +8.6% | +1.8% |
| 3M | +2.8% | +37.2% | -34.4% | -1.8% |
| 6M | +5.5% | +26.3% | -20.8% | +1.3% |
| YTD | +5.5% | -1.0% | +6.4% | +3.6% |
| 1Y | +11.0% | +20.1% | -9.0% | +6.1% |
| 3Y | +17.7% | +37.8% | -20.1% | +5.0% |
| 5Y | -25.7% | -63.7% | +37.9% | -29.9% |
| 10Y | +132.8% | +156.3% | -23.5% | +55.3% |
| All | +417.3% | +176.2% | +241.1% | +237.1% |
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 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