+117.4%
PM vs W
-63.2%
+180.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.0% |
| 7D | -4.9% | -4.2% | -0.7% | -4.8% |
| 30D | -3.4% | -7.6% | +4.2% | -3.3% |
| 3M | +5.2% | +37.2% | -32.0% | +4.7% |
| 6M | +3.7% | +26.3% | -22.6% | +3.3% |
| YTD | +15.8% | -1.0% | +16.7% | +15.7% |
| 1Y | +17.4% | +20.1% | -2.7% | +16.8% |
| 3Y | +116.9% | +37.8% | +79.1% | +113.1% |
| All | +117.4% | -63.2% | +180.6% | +114.4% |
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 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