-69.4%
SMR vs W
+15.1%
-84.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +13.1% | +5.9% | +7.2% | +10.5% |
| 30D | +17.8% | -3.0% | +20.8% | +19.2% |
| 3M | +8.1% | +40.3% | -32.2% | -8.8% |
| 6M | -11.1% | +32.2% | -43.3% | -23.6% |
| YTD | -23.7% | -0.3% | -23.4% | -27.4% |
| 1Y | -69.4% | +16.2% | -85.6% | -74.5% |
| All | -69.4% | +15.1% | -84.5% | -74.5% |
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