+858.4%
MA vs W
+210.4%
+648.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +2.3% | -3.6% | +5.9% | +2.7% |
| 30D | +14.7% | +7.0% | +7.7% | +13.6% |
| 3M | +13.5% | +7.4% | +6.1% | +12.2% |
| 6M | +33.1% | +69.3% | -36.2% | +23.0% |
| YTD | +15.1% | +11.3% | +3.8% | +11.0% |
| 1Y | +18.7% | +13.2% | +5.5% | +14.0% |
| 3Y | +72.1% | +142.0% | -69.9% | +41.1% |
| 5Y | +92.8% | -54.6% | +147.4% | +77.7% |
| 10Y | +571.6% | +243.7% | +327.9% | +312.3% |
| All | +858.4% | +210.4% | +648.0% | +482.9% |
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 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