-7.6%
SPOT vs W
-0.9%
-6.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -1.5% |
| 7D | -2.6% | -1.7% | -0.9% | -2.4% |
| 30D | +13.5% | +3.2% | +10.2% | +13.1% |
| 3M | +22.2% | +8.3% | +13.9% | +21.1% |
| 6M | +38.3% | +84.3% | -46.0% | +27.6% |
| YTD | +3.1% | +11.0% | -8.0% | -0.4% |
| 1Y | -7.6% | -0.2% | -7.4% | -10.6% |
| All | -7.6% | -0.9% | -6.8% | -10.6% |
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 · 6 months rolling