+7.8%
LOW vs W
-62.3%
+70.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.6% | +5.9% | -6.5% | -1.6% |
| 30D | -9.3% | -3.0% | -6.2% | -8.9% |
| 3M | -8.1% | +40.3% | -48.4% | -14.1% |
| 6M | -19.8% | +32.2% | -52.0% | -24.8% |
| YTD | -16.4% | -0.3% | -16.1% | -18.4% |
| 1Y | -24.7% | +16.2% | -40.8% | -29.0% |
| 3Y | -8.8% | +40.7% | -49.5% | -22.4% |
| 5Y | +7.8% | -62.3% | +70.1% | -3.6% |
| All | +7.8% | -62.3% | +70.1% | -3.6% |
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