+437.1%
LOW vs W
+209.7%
+227.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | +21.3% | +3.2% | +18.0% | +20.5% |
| 3M | +6.0% | +8.3% | -2.3% | +4.4% |
| 6M | +2.6% | +84.3% | -81.7% | -8.5% |
| YTD | -3.6% | +11.0% | -14.6% | -7.7% |
| 1Y | -1.0% | -0.2% | -0.7% | -3.7% |
| 3Y | +24.2% | +157.9% | -133.8% | -2.7% |
| 5Y | +6.3% | -56.8% | +63.1% | -3.0% |
| 10Y | +294.1% | +212.2% | +81.9% | +148.1% |
| All | +437.1% | +209.7% | +227.5% | +238.5% |
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