+70.6%
MA vs W
+167.8%
-97.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -1.8% | -7.4% | +5.6% | -1.2% |
| 30D | +11.0% | +7.8% | +3.2% | +10.3% |
| 3M | +17.9% | +10.9% | +7.0% | +16.8% |
| 6M | +33.2% | +86.4% | -53.3% | +25.7% |
| YTD | +16.5% | +14.0% | +2.5% | +13.6% |
| 1Y | +19.1% | +3.5% | +15.6% | +16.8% |
| All | +70.6% | +167.8% | -97.2% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling