-3.5%
F vs W
+2.1%
-5.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -2.1% | -7.4% | +5.2% | -1.3% |
| 30D | +3.3% | +7.8% | -4.5% | +2.2% |
| 3M | -11.3% | +10.9% | -22.2% | -12.7% |
| 6M | +5.3% | +86.4% | -81.1% | -6.4% |
| YTD | -2.2% | +14.0% | -16.2% | -7.3% |
| 1Y | -3.5% | +3.5% | -7.1% | -7.2% |
| All | -3.5% | +2.1% | -5.6% | -7.2% |
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 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