+137.1%
PSX vs W
+41.4%
+95.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | 0.0% |
| 7D | +4.5% | -4.2% | +8.7% | +4.8% |
| 30D | +26.6% | -7.6% | +34.2% | +27.2% |
| 3M | +39.3% | +37.2% | +2.1% | +34.4% |
| 6M | +56.8% | +26.3% | +30.5% | +51.7% |
| YTD | +101.8% | -1.0% | +102.8% | +99.8% |
| 1Y | +99.6% | +20.1% | +79.5% | +90.1% |
| All | +137.1% | +41.4% | +95.7% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling