+240.1%
GM vs W
+177.7%
+62.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | +0.4% | +6.5% | -6.1% | -0.6% |
| 30D | -1.8% | -6.2% | +4.4% | -1.0% |
| 3M | +2.6% | +48.9% | -46.3% | -5.2% |
| 6M | +14.6% | +31.2% | -16.6% | +7.5% |
| YTD | +6.2% | -0.4% | +6.6% | +3.5% |
| 1Y | +48.7% | +14.8% | +33.8% | +40.4% |
| 3Y | +168.3% | +40.5% | +127.8% | +129.4% |
| 5Y | +82.8% | -62.1% | +144.9% | +66.8% |
| 10Y | +226.2% | +141.5% | +84.7% | +102.0% |
| All | +240.1% | +177.7% | +62.4% | +106.9% |
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