+643.2%
GEV vs W
+47.8%
+595.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +8.1% | +6.5% | +1.6% | +7.0% |
| 30D | -1.9% | -6.2% | +4.3% | -0.9% |
| 3M | +4.1% | +48.9% | -44.8% | -4.5% |
| 6M | +23.2% | +31.2% | -8.0% | +14.8% |
| YTD | +48.9% | -0.4% | +49.3% | +44.6% |
| 1Y | +62.2% | +14.8% | +47.4% | +50.8% |
| All | +643.2% | +47.8% | +595.3% | +519.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling