+465.9%
MAR vs W
+176.2%
+289.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.2% |
| 7D | -4.2% | -4.2% | 0.0% | -3.7% |
| 30D | -6.7% | -7.6% | +0.9% | -5.8% |
| 3M | -12.5% | +37.2% | -49.6% | -16.9% |
| 6M | +0.6% | +26.3% | -25.8% | -4.0% |
| YTD | +9.1% | -1.0% | +10.1% | +6.9% |
| 1Y | +26.2% | +20.1% | +6.1% | +19.7% |
| 3Y | +68.2% | +37.8% | +30.4% | +48.2% |
| 5Y | +163.9% | -63.7% | +227.6% | +146.4% |
| 10Y | +420.6% | +156.3% | +264.2% | +216.8% |
| All | +465.9% | +176.2% | +289.7% | +245.9% |
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