-73.1%
SMR vs W
+25.7%
-98.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.5% |
| 7D | +4.4% | -4.2% | +8.6% | +6.0% |
| 30D | +3.4% | -7.6% | +11.0% | +6.6% |
| 3M | -19.2% | +37.2% | -56.3% | -30.7% |
| 6M | -22.6% | +26.3% | -49.0% | -32.0% |
| YTD | -31.5% | -1.0% | -30.6% | -34.8% |
| 1Y | -73.1% | +20.1% | -93.2% | -77.3% |
| All | -73.1% | +25.7% | -98.7% | -77.3% |
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