+240.9%
GM vs W
+210.9%
+30.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | -0.2% | +10.7% | -10.9% | -2.2% |
| 6M | +13.9% | +86.3% | -72.4% | +1.1% |
| YTD | +6.5% | +11.5% | -5.0% | +1.7% |
| 1Y | +20.7% | +5.1% | +15.6% | +16.0% |
| 3Y | +229.5% | +171.0% | +58.5% | +154.7% |
| 5Y | +41.5% | -56.6% | +98.1% | +26.5% |
| 10Y | +204.8% | +213.4% | -8.6% | +83.7% |
| All | +240.9% | +210.9% | +30.1% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling