+365.7%
SE vs W
+65.5%
+300.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.6% |
| 7D | +2.0% | -3.6% | +5.6% | +3.0% |
| 30D | -20.0% | +7.0% | -27.0% | -21.8% |
| 3M | -31.8% | +7.4% | -39.1% | -33.6% |
| 6M | -15.9% | +69.3% | -85.2% | -30.5% |
| YTD | -40.6% | +11.3% | -51.9% | -45.5% |
| 1Y | -50.7% | +13.2% | -63.9% | -55.3% |
| 3Y | +70.3% | +142.0% | -71.7% | +4.4% |
| 5Y | -78.8% | -54.6% | -24.2% | -82.0% |
| All | +365.7% | +65.5% | +300.3% | +161.1% |
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