+86.2%
PSX vs W
+4.6%
+81.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -1.3% |
| 7D | -7.8% | +1.1% | -8.9% | -7.5% |
| 30D | -9.9% | +6.4% | -16.3% | -9.0% |
| 3M | +16.9% | +9.0% | +8.0% | +18.7% |
| 6M | +48.0% | +69.8% | -21.8% | +60.4% |
| YTD | +98.3% | +12.1% | +86.3% | +109.4% |
| 1Y | +86.2% | 0.0% | +86.2% | +96.5% |
| All | +86.2% | +4.6% | +81.5% | +96.5% |
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