+182.2%
EXC vs W
+210.4%
-28.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | -1.2% | -3.6% | +2.4% | -1.0% |
| 30D | +10.0% | +7.0% | +3.0% | +9.5% |
| 3M | +1.6% | +7.4% | -5.7% | +1.1% |
| 6M | +3.3% | +69.3% | -66.0% | 0.0% |
| YTD | +7.6% | +11.3% | -3.7% | +5.9% |
| 1Y | +3.5% | +13.2% | -9.7% | +1.7% |
| 3Y | +27.7% | +142.0% | -114.4% | +16.9% |
| 5Y | +41.1% | -54.6% | +95.7% | +37.5% |
| 10Y | +178.2% | +243.7% | -65.5% | +109.5% |
| All | +182.2% | +210.4% | -28.2% | +111.2% |
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