-7.3%
F vs W
-0.9%
-6.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.5% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | -0.5% | +3.2% | -3.7% | -1.0% |
| 3M | -12.9% | +8.3% | -21.2% | -14.0% |
| 6M | +1.5% | +84.3% | -82.8% | -9.6% |
| YTD | -5.0% | +11.0% | -16.0% | -9.7% |
| 1Y | -7.3% | -0.2% | -7.1% | -10.4% |
| All | -7.3% | -0.9% | -6.5% | -10.4% |
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