-85.6%
SMR vs W
+21.5%
-107.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.0% | -15.5% | -8.5% |
| 7D | -9.5% | +8.4% | -17.9% | -12.4% |
| 30D | -33.2% | +16.5% | -49.7% | -37.1% |
| 3M | -45.9% | +6.4% | -52.4% | -47.6% |
| 6M | -57.9% | +90.5% | -148.4% | -68.2% |
| YTD | -63.8% | +23.1% | -86.9% | -69.0% |
| 1Y | -85.6% | +24.3% | -109.9% | -87.7% |
| All | -85.6% | +21.5% | -107.1% | -87.7% |
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