+379.8%
LOW vs W
+176.2%
+203.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.3% | +0.9% |
| 7D | -1.7% | -4.2% | +2.4% | -1.1% |
| 30D | -7.0% | -7.6% | +0.5% | -5.9% |
| 3M | -0.9% | +37.2% | -38.0% | -6.8% |
| 6M | -20.1% | +26.3% | -46.4% | -24.4% |
| YTD | -13.9% | -1.0% | -12.9% | -15.9% |
| 1Y | -21.1% | +20.1% | -41.2% | -26.0% |
| 3Y | -6.6% | +37.8% | -44.4% | -19.6% |
| 5Y | +9.4% | -63.7% | +73.0% | +2.5% |
| 10Y | +220.5% | +156.3% | +64.2% | +106.8% |
| All | +379.8% | +176.2% | +203.6% | +208.6% |
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 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