+606.9%
GEV vs W
+44.1%
+562.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -8.7% | -5.6% | -3.1% | -7.9% |
| 3M | +6.6% | +41.9% | -35.3% | -1.4% |
| 6M | +10.2% | +30.2% | -20.0% | +2.9% |
| YTD | +41.6% | -2.9% | +44.6% | +38.2% |
| 1Y | +43.9% | +11.6% | +32.3% | +34.5% |
| All | +606.9% | +44.1% | +562.8% | +491.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling