+88.9%
SMR vs W
+44.2%
+44.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.5% | +14.7% | +15.0% |
| 7D | +21.4% | +6.5% | +14.9% | +18.1% |
| 30D | +13.8% | -6.2% | +20.1% | +17.1% |
| 3M | +3.9% | +48.9% | -45.0% | -15.7% |
| 6M | -4.2% | +31.2% | -35.4% | -18.2% |
| YTD | -21.1% | -0.4% | -20.7% | -24.4% |
| 1Y | -67.1% | +14.8% | -81.9% | -71.1% |
| 3Y | +88.9% | +40.5% | +48.3% | +17.3% |
| All | +88.9% | +44.2% | +44.7% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling