+400.4%
PSX vs W
+224.6%
+175.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +2.6% |
| 7D | -8.0% | +3.3% | -11.3% | -8.3% |
| 30D | -9.0% | +10.5% | -19.6% | -9.9% |
| 3M | +24.7% | +9.6% | +15.1% | +23.4% |
| 6M | +49.3% | +76.4% | -27.0% | +40.4% |
| YTD | +100.2% | +16.4% | +83.8% | +93.7% |
| 1Y | +88.8% | +9.3% | +79.5% | +83.4% |
| 3Y | +152.5% | +172.8% | -20.3% | +116.4% |
| 5Y | +283.2% | -53.4% | +336.6% | +260.1% |
| 10Y | +345.8% | +243.6% | +102.2% | +186.0% |
| All | +400.4% | +224.6% | +175.7% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling