+20.0%
GE vs W
+25.7%
-5.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.7% |
| 7D | -1.6% | -4.2% | +2.6% | -1.0% |
| 30D | -11.6% | -7.6% | -4.0% | -10.7% |
| 3M | +3.0% | +37.2% | -34.1% | -2.9% |
| 6M | -0.5% | +26.3% | -26.8% | -6.5% |
| YTD | +9.7% | -1.0% | +10.7% | +4.6% |
| 1Y | +20.0% | +20.1% | 0.0% | +13.3% |
| All | +20.0% | +25.7% | -5.6% | +13.3% |
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 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