+52.0%
ON vs W
+2.1%
+49.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +5.5% |
| 7D | +3.3% | -7.4% | +10.7% | +4.8% |
| 30D | -3.1% | +7.8% | -10.9% | -4.1% |
| 3M | -9.2% | +10.9% | -20.1% | -10.8% |
| 6M | -31.4% | +86.4% | -117.8% | -39.5% |
| YTD | +36.0% | +14.0% | +22.0% | +24.2% |
| 1Y | +52.0% | +3.5% | +48.5% | +39.0% |
| All | +52.0% | +2.1% | +49.9% | +39.0% |
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