+156.4%
MAR vs W
-63.0%
+219.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.7% | +6.5% | -8.2% | -2.5% |
| 30D | -6.9% | -6.2% | -0.7% | -6.2% |
| 3M | -15.8% | +48.9% | -64.7% | -21.2% |
| 6M | +1.9% | +31.2% | -29.2% | -3.5% |
| YTD | +6.6% | -0.4% | +7.0% | +4.2% |
| 1Y | +23.7% | +14.8% | +8.8% | +17.7% |
| 3Y | +64.6% | +40.5% | +24.1% | +42.9% |
| 5Y | +156.4% | -62.1% | +218.5% | +120.9% |
| All | +156.4% | -63.0% | +219.3% | +120.9% |
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