+601.6%
MAR vs W
+224.6%
+376.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.4% |
| 7D | +0.2% | +3.3% | -3.1% | -0.3% |
| 30D | +14.0% | +10.5% | +3.5% | +12.4% |
| 3M | +18.1% | +9.6% | +8.5% | +16.4% |
| 6M | +18.6% | +76.4% | -57.8% | +8.6% |
| YTD | +35.3% | +16.4% | +18.9% | +29.5% |
| 1Y | +44.5% | +9.3% | +35.1% | +39.2% |
| 3Y | +120.7% | +172.8% | -52.1% | +79.4% |
| 5Y | +164.1% | -53.4% | +217.5% | +139.0% |
| 10Y | +515.5% | +243.6% | +271.9% | +262.6% |
| All | +601.6% | +224.6% | +376.9% | +319.2% |
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 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