+61.8%
F vs W
+214.9%
-153.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.2% | +7.1% | +0.1% |
| 7D | +1.4% | -5.6% | +7.0% | +2.1% |
| 30D | +2.0% | +7.5% | -5.5% | +0.8% |
| 3M | -10.4% | +5.4% | -15.8% | -11.4% |
| 6M | +9.7% | +79.4% | -69.7% | -1.3% |
| YTD | -1.2% | +12.9% | -14.1% | -5.6% |
| 1Y | 0.0% | +12.4% | -12.4% | -4.7% |
| 3Y | +41.1% | +128.5% | -87.4% | +13.8% |
| 5Y | -11.4% | -54.0% | +42.5% | -22.1% |
| 10Y | +85.0% | +248.8% | -163.8% | +18.9% |
| All | +61.8% | +214.9% | -153.1% | +5.3% |
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