+589.4%
SE vs W
+47.3%
+542.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.6% |
| 7D | -6.1% | -4.2% | -1.9% | -5.0% |
| 30D | -2.5% | -7.6% | +5.1% | -0.3% |
| 3M | +21.7% | +37.2% | -15.4% | +8.1% |
| 6M | +27.0% | +26.3% | +0.7% | +14.3% |
| YTD | -12.1% | -1.0% | -11.2% | -16.1% |
| 1Y | -40.9% | +20.1% | -61.0% | -48.0% |
| 3Y | +191.0% | +37.8% | +153.2% | +112.8% |
| 5Y | -68.3% | -63.7% | -4.6% | -71.3% |
| All | +589.4% | +47.3% | +542.1% | +301.6% |
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 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