-63.2%
SPCH vs W
+54.4%
-117.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +11.0% | -18.6% | -13.3% |
| 7D | -13.4% | +8.4% | -21.8% | -17.6% |
| 30D | -39.6% | +16.5% | -56.2% | -45.3% |
| 3M | -1.4% | +6.4% | -7.9% | -3.8% |
| All | -63.2% | +54.4% | -117.6% | -70.0% |
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 · Available span rolling