+63.7%
SE vs W
+161.9%
-98.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.5% | +0.2% | -0.6% | -0.5% |
| 30D | -20.9% | +6.8% | -27.7% | -21.9% |
| 3M | -38.9% | +10.7% | -49.6% | -40.1% |
| 6M | -19.4% | +86.3% | -105.8% | -29.0% |
| YTD | -40.9% | +11.5% | -52.4% | -43.8% |
| 1Y | -46.2% | +5.1% | -51.3% | -48.5% |
| 3Y | +63.7% | +171.0% | -107.3% | +38.5% |
| All | +63.7% | +161.9% | -98.2% | +38.5% |
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 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