+42.5%
GM vs W
-55.8%
+98.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | +3.6% | +6.8% | -3.3% | +2.1% |
| 3M | -0.2% | +10.7% | -10.9% | -2.5% |
| 6M | +13.9% | +86.3% | -72.4% | -1.0% |
| YTD | +6.5% | +11.5% | -5.0% | +0.8% |
| 1Y | +20.7% | +5.1% | +15.6% | +15.2% |
| 3Y | +229.5% | +171.0% | +58.5% | +141.0% |
| All | +42.5% | -55.8% | +98.3% | +1.8% |
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