-1.4%
LOW vs W
+21.5%
-22.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +11.0% | -3.5% | +5.5% |
| 7D | +15.6% | +8.4% | +7.2% | +13.9% |
| 30D | +28.6% | +16.5% | +12.1% | +25.1% |
| 3M | +5.8% | +6.4% | -0.6% | +4.2% |
| 6M | +3.8% | +90.5% | -86.7% | -8.1% |
| YTD | -2.8% | +23.1% | -25.8% | -8.2% |
| 1Y | -1.4% | +24.3% | -25.7% | -7.4% |
| All | -1.4% | +21.5% | -22.9% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling