+164.8%
O vs W
+224.6%
-59.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.5% |
| 7D | +3.3% | +3.3% | 0.0% | +3.1% |
| 30D | +10.3% | +10.5% | -0.2% | +9.5% |
| 3M | -3.5% | +9.6% | -13.1% | -4.2% |
| 6M | -1.3% | +76.4% | -77.7% | -5.7% |
| YTD | +10.3% | +16.4% | -6.1% | +7.7% |
| 1Y | +10.4% | +9.3% | +1.1% | +8.1% |
| 3Y | +40.0% | +172.8% | -132.8% | +23.9% |
| 5Y | +12.4% | -53.4% | +65.7% | +6.8% |
| 10Y | +78.2% | +243.6% | -165.4% | +30.9% |
| All | +164.8% | +224.6% | -59.9% | +91.2% |
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