+56.8%
PSX vs W
+29.5%
+27.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | +0.5% |
| 7D | +4.5% | -4.2% | +8.7% | +4.0% |
| 30D | +26.6% | -7.6% | +34.2% | +25.5% |
| 3M | +39.3% | +37.2% | +2.1% | +49.6% |
| 6M | +56.8% | +26.3% | +30.5% | +69.6% |
| All | +56.8% | +29.5% | +27.3% | +69.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling