-40.9%
SE vs W
+25.7%
-66.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.3% |
| 7D | -6.1% | -4.2% | -1.9% | -5.5% |
| 30D | -2.5% | -7.6% | +5.1% | -1.3% |
| 3M | +21.7% | +37.2% | -15.4% | +13.9% |
| 6M | +27.0% | +26.3% | +0.7% | +19.6% |
| YTD | -12.1% | -1.0% | -11.2% | -15.9% |
| 1Y | -40.9% | +20.1% | -61.0% | -44.4% |
| All | -40.9% | +25.7% | -66.6% | -44.4% |
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 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