-50.5%
SE vs W
+4.6%
-55.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.8% |
| 7D | 0.0% | +1.1% | -1.0% | -0.1% |
| 30D | -19.4% | +6.4% | -25.8% | -20.3% |
| 3M | -33.1% | +9.0% | -42.1% | -34.3% |
| 6M | -11.4% | +69.8% | -81.3% | -21.6% |
| YTD | -39.8% | +12.1% | -51.9% | -44.2% |
| 1Y | -50.5% | 0.0% | -50.5% | -54.5% |
| All | -50.5% | +4.6% | -55.1% | -54.5% |
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