+321.3%
PM vs W
+210.4%
+110.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -5.2% | -3.6% | -1.6% | -5.1% |
| 30D | +2.7% | +7.0% | -4.3% | +2.4% |
| 3M | +6.1% | +7.4% | -1.2% | +5.8% |
| 6M | +18.0% | +69.3% | -51.3% | +15.1% |
| YTD | +26.6% | +11.3% | +15.3% | +25.2% |
| 1Y | +36.7% | +13.2% | +23.5% | +35.0% |
| 3Y | +146.0% | +142.0% | +4.0% | +129.5% |
| 5Y | +164.1% | -54.6% | +218.7% | +158.2% |
| 10Y | +238.8% | +243.7% | -4.9% | +170.0% |
| All | +321.3% | +210.4% | +110.9% | +237.5% |
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 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