+3.2%
EXC vs W
+2.1%
+1.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | -1.4% | -7.4% | +6.0% | -1.3% |
| 30D | +8.3% | +7.8% | +0.5% | +8.2% |
| 3M | +2.6% | +10.9% | -8.3% | +2.5% |
| 6M | +5.2% | +86.4% | -81.3% | +5.1% |
| YTD | +7.5% | +14.0% | -6.4% | +7.5% |
| 1Y | +3.2% | +3.5% | -0.4% | +4.0% |
| All | +3.2% | +2.1% | +1.1% | +4.0% |
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 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