+73.1%
MA vs W
-63.2%
+136.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.4% |
| 7D | -2.7% | -4.2% | +1.5% | -2.3% |
| 30D | +1.5% | -7.6% | +9.1% | +2.2% |
| 3M | +20.4% | +37.2% | -16.7% | +15.7% |
| 6M | +11.1% | +26.3% | -15.2% | +7.2% |
| YTD | +2.0% | -1.0% | +2.9% | +0.3% |
| 1Y | -2.2% | +20.1% | -22.2% | -6.2% |
| 3Y | +41.9% | +37.8% | +4.1% | +27.7% |
| All | +73.1% | -63.2% | +136.2% | +63.9% |
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