+317.7%
PM vs W
+210.4%
+107.3%
-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 | +5.2% | +7.4% | -2.1% | +4.9% |
| 6M | +17.0% | +69.3% | -52.3% | +14.2% |
| YTD | +25.5% | +11.3% | +14.2% | +24.1% |
| 1Y | +35.5% | +13.2% | +22.3% | +33.8% |
| 3Y | +143.9% | +142.0% | +1.9% | +127.6% |
| 5Y | +161.8% | -54.6% | +216.5% | +156.0% |
| 10Y | +235.9% | +243.7% | -7.8% | +167.7% |
| All | +317.7% | +210.4% | +107.3% | +234.6% |
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