+31.7%
EXC vs W
+160.9%
-129.2%
-18.5%
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% | 0.0% |
| 7D | -1.9% | -1.7% | -0.3% | -1.9% |
| 30D | +7.8% | +3.2% | +4.5% | +7.8% |
| 3M | +1.9% | +8.3% | -6.4% | +2.0% |
| 6M | +3.4% | +84.3% | -80.9% | +4.3% |
| YTD | +7.6% | +11.0% | -3.4% | +7.9% |
| 1Y | +2.1% | -0.2% | +2.3% | +2.3% |
| All | +31.7% | +160.9% | -129.2% | +33.6% |
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