+162.6%
PM vs W
-55.8%
+218.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +0.5% | +0.2% | +0.4% | +0.5% |
| 30D | -3.2% | +6.8% | -10.0% | -3.3% |
| 3M | +6.2% | +10.7% | -4.4% | +6.1% |
| 6M | +7.7% | +86.3% | -78.7% | +6.9% |
| YTD | +27.3% | +11.5% | +15.8% | +27.1% |
| 1Y | +32.8% | +5.1% | +27.7% | +32.7% |
| 3Y | +150.0% | +171.0% | -21.0% | +142.6% |
| All | +162.6% | -55.8% | +218.4% | +141.5% |
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