+161.5%
SMR vs W
+151.3%
+10.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.6% | +2.5% | +5.2% |
| 7D | +1.7% | +3.3% | -1.6% | +0.2% |
| 30D | -24.4% | +10.5% | -35.0% | -27.6% |
| 3M | -44.6% | +9.6% | -54.2% | -46.9% |
| 6M | -56.7% | +76.4% | -133.0% | -67.1% |
| YTD | -61.6% | +16.4% | -78.0% | -65.6% |
| 1Y | -82.1% | +9.3% | -91.4% | -83.7% |
| 3Y | +161.5% | +172.8% | -11.3% | +44.3% |
| All | +161.5% | +151.3% | +10.2% | +44.3% |
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