+96.9%
PSX vs W
+21.5%
+75.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.0% | -15.5% | -3.2% |
| 7D | -5.2% | +8.4% | -13.5% | -4.1% |
| 30D | -3.7% | +16.5% | -20.3% | -1.8% |
| 3M | +26.8% | +6.4% | +20.3% | +28.5% |
| 6M | +47.3% | +90.5% | -43.2% | +61.5% |
| YTD | +105.4% | +23.1% | +82.4% | +119.1% |
| 1Y | +96.9% | +24.3% | +72.7% | +110.5% |
| All | +96.9% | +21.5% | +75.4% | +110.5% |
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 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