-11.4%
F vs W
-55.2%
+43.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.2% | +7.1% | +0.4% |
| 7D | +1.4% | -5.6% | +7.0% | +2.3% |
| 30D | +2.0% | +7.5% | -5.5% | +0.4% |
| 3M | -10.4% | +5.4% | -15.8% | -11.7% |
| 6M | +9.7% | +79.4% | -69.7% | -4.3% |
| YTD | -1.2% | +12.9% | -14.1% | -6.9% |
| 1Y | 0.0% | +12.4% | -12.4% | -6.1% |
| 3Y | +41.1% | +128.5% | -87.4% | +5.3% |
| 5Y | -11.4% | -54.0% | +42.5% | -35.7% |
| All | -11.4% | -55.2% | +43.8% | -35.7% |
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