+88.8%
F vs W
+176.2%
-87.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | +1.1% |
| 7D | +5.3% | -4.2% | +9.5% | +6.0% |
| 30D | +4.6% | -7.6% | +12.2% | +5.7% |
| 3M | -3.7% | +37.2% | -40.8% | -9.4% |
| 6M | +16.8% | +26.3% | -9.5% | +10.7% |
| YTD | +15.3% | -1.0% | +16.3% | +12.6% |
| 1Y | +31.0% | +20.1% | +10.9% | +23.1% |
| 3Y | +45.4% | +37.8% | +7.6% | +25.9% |
| 5Y | +54.7% | -63.7% | +118.3% | +40.5% |
| 10Y | +98.2% | +156.3% | -58.1% | +31.1% |
| All | +88.8% | +176.2% | -87.4% | +25.7% |
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 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