-64.8%
SPCH vs W
+39.7%
-104.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.4% | +18.3% | +17.6% |
| 7D | -3.0% | -3.6% | +0.6% | -0.9% |
| 30D | -39.8% | +7.0% | -46.8% | -42.5% |
| 3M | +16.8% | +7.4% | +9.5% | +11.2% |
| All | -64.8% | +39.7% | -104.4% | -69.4% |
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 · Available span rolling