+46.0%
ON vs W
+15.1%
+30.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.9% | +5.9% | -7.8% | -2.7% |
| 30D | -11.0% | -3.0% | -8.0% | -10.7% |
| 3M | -39.3% | +40.3% | -79.7% | -43.4% |
| 6M | +19.8% | +32.2% | -12.4% | +11.4% |
| YTD | +31.1% | -0.3% | +31.4% | +24.2% |
| 1Y | +46.0% | +16.2% | +29.8% | +30.4% |
| All | +46.0% | +15.1% | +30.9% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling