+32.6%
NET vs W
-50.6%
+83.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.0% | -13.6% | -7.0% |
| 7D | -16.4% | +8.4% | -24.7% | -19.4% |
| 30D | -25.8% | +16.5% | -42.4% | -30.8% |
| 3M | -11.5% | +6.4% | -18.0% | -14.8% |
| 6M | +18.9% | +90.5% | -71.6% | -14.1% |
| YTD | +35.2% | +23.1% | +12.2% | +14.3% |
| 1Y | +14.5% | +24.3% | -9.8% | -4.9% |
| 3Y | +313.8% | +149.0% | +164.8% | +94.9% |
| 5Y | +32.6% | -51.7% | +84.2% | +47.3% |
| All | +32.6% | -50.6% | +83.1% | +47.3% |
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