-23.8%
SPOT vs W
+10.7%
-34.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.7% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | +7.4% | -4.2% | +11.6% | +7.6% |
| 3M | +8.2% | +26.9% | -18.7% | +5.6% |
| 6M | +2.2% | +31.2% | -29.0% | -0.7% |
| YTD | -9.5% | -1.8% | -7.6% | -11.3% |
| 1Y | -23.8% | +9.3% | -33.2% | -23.9% |
| All | -23.8% | +10.7% | -34.6% | -23.9% |
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