+230.2%
SO vs W
+176.2%
+54.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.8% |
| 7D | -0.2% | -4.2% | +4.0% | 0.0% |
| 30D | -4.6% | -7.6% | +3.0% | -4.4% |
| 3M | -3.0% | +37.2% | -40.2% | -4.2% |
| 6M | -8.3% | +26.3% | -34.6% | -9.3% |
| YTD | +3.5% | -1.0% | +4.5% | +3.0% |
| 1Y | -0.9% | +20.1% | -21.0% | -2.3% |
| 3Y | +45.4% | +37.8% | +7.6% | +40.4% |
| 5Y | +59.6% | -63.7% | +123.3% | +57.1% |
| 10Y | +156.6% | +156.3% | +0.3% | +117.7% |
| All | +230.2% | +176.2% | +54.0% | +181.7% |
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