-13.5%
F vs W
-54.7%
+41.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | +0.9% | +6.4% | -5.5% | -0.5% |
| 3M | -11.3% | +9.0% | -20.3% | -13.2% |
| 6M | +2.0% | +69.8% | -67.8% | -10.0% |
| YTD | -3.2% | +12.1% | -15.2% | -8.7% |
| 1Y | -3.5% | 0.0% | -3.5% | -7.2% |
| 3Y | +48.1% | +160.3% | -112.2% | +7.7% |
| 5Y | -13.5% | -53.3% | +39.8% | -37.7% |
| All | -13.5% | -54.7% | +41.2% | -37.7% |
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