+345.0%
PSX vs W
-63.2%
+408.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | 0.0% |
| 7D | +4.5% | -4.2% | +8.7% | +4.7% |
| 30D | +26.6% | -7.6% | +34.2% | +27.0% |
| 3M | +39.3% | +37.2% | +2.1% | +36.0% |
| 6M | +56.8% | +26.3% | +30.5% | +53.3% |
| YTD | +101.8% | -1.0% | +102.8% | +100.0% |
| 1Y | +99.6% | +20.1% | +79.5% | +93.9% |
| 3Y | +140.3% | +37.8% | +102.6% | +120.1% |
| All | +345.0% | -63.2% | +408.1% | +315.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling