+43.8%
EXC vs W
-54.5%
+98.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | -1.2% | -3.6% | +2.4% | -1.1% |
| 30D | +10.0% | +7.0% | +3.0% | +9.8% |
| 3M | +1.6% | +7.4% | -5.7% | +1.5% |
| 6M | +3.3% | +69.3% | -66.0% | +2.5% |
| YTD | +7.6% | +11.3% | -3.7% | +7.2% |
| 1Y | +3.5% | +13.2% | -9.7% | +3.1% |
| 3Y | +27.7% | +142.0% | -114.4% | +24.8% |
| All | +43.8% | -54.5% | +98.3% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling