+6.0%
GE vs W
+67.4%
-61.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +3.0% |
| 7D | +7.1% | -3.6% | +10.7% | +7.7% |
| 30D | +6.5% | +7.0% | -0.5% | +5.2% |
| 3M | -13.6% | +7.4% | -20.9% | -14.8% |
| 6M | +6.0% | +69.3% | -63.3% | -10.3% |
| All | +6.0% | +67.4% | -61.4% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling