+51.3%
GEV vs W
+10.7%
+40.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.5% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | -7.9% | -4.2% | -3.7% | -7.6% |
| 3M | +5.6% | +26.9% | -21.3% | +2.6% |
| 6M | +13.1% | +31.2% | -18.2% | +9.0% |
| YTD | +46.7% | -1.8% | +48.6% | +41.5% |
| 1Y | +51.3% | +9.3% | +42.0% | +41.0% |
| All | +51.3% | +10.7% | +40.6% | +41.0% |
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