-79.9%
SMR vs W
+0.7%
-80.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -8.3% | +0.2% | -8.4% | -8.2% |
| 30D | -20.1% | +6.8% | -26.9% | -21.9% |
| 3M | -52.7% | +10.7% | -63.4% | -54.5% |
| 6M | -61.0% | +86.3% | -147.4% | -70.3% |
| YTD | -67.1% | +11.5% | -78.6% | -70.4% |
| 1Y | -79.9% | +5.1% | -85.0% | -82.0% |
| All | -79.9% | +0.7% | -80.6% | -82.0% |
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