+70.3%
SE vs W
+123.5%
-53.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.4% |
| 7D | +2.0% | -3.6% | +5.6% | +2.6% |
| 30D | -20.0% | +7.0% | -27.0% | -21.0% |
| 3M | -31.8% | +7.4% | -39.1% | -32.8% |
| 6M | -15.9% | +69.3% | -85.2% | -24.6% |
| YTD | -40.6% | +11.3% | -51.9% | -43.5% |
| 1Y | -50.7% | +13.2% | -63.9% | -53.4% |
| 3Y | +70.3% | +142.0% | -71.7% | +38.6% |
| All | +70.3% | +123.5% | -53.2% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling