-48.0%
SMR vs W
-19.3%
-28.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | +1.9% | -7.4% | +9.3% | +4.3% |
| 30D | -21.9% | +7.8% | -29.8% | -23.4% |
| 3M | -47.1% | +10.9% | -58.0% | -48.6% |
| 6M | -60.6% | +86.4% | -147.1% | -66.8% |
| YTD | -63.1% | +14.0% | -77.1% | -65.1% |
| 1Y | -80.4% | +3.5% | -84.0% | -81.2% |
| 3Y | +150.2% | +164.8% | -14.5% | +86.8% |
| All | -48.0% | -19.3% | -28.8% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling