+112.6%
SPOT vs W
-62.3%
+174.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -6.5% | +5.9% | -12.4% | -7.7% |
| 30D | +2.2% | -3.0% | +5.2% | +2.7% |
| 3M | +5.4% | +40.3% | -34.9% | -4.5% |
| 6M | -4.0% | +32.2% | -36.2% | -12.8% |
| YTD | -9.9% | -0.3% | -9.6% | -13.5% |
| 1Y | -27.3% | +16.2% | -43.4% | -33.8% |
| 3Y | +236.4% | +40.7% | +195.7% | +160.2% |
| 5Y | +112.6% | -62.3% | +174.9% | +120.7% |
| All | +112.6% | -62.3% | +174.9% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling