+264.0%
SPOT vs W
+57.4%
+206.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.6% |
| 7D | -0.9% | -4.2% | +3.2% | -0.2% |
| 30D | +12.5% | -7.6% | +20.1% | +14.0% |
| 3M | +9.9% | +37.2% | -27.3% | +0.9% |
| 6M | +1.6% | +26.3% | -24.8% | -6.0% |
| YTD | -6.6% | -1.0% | -5.6% | -9.8% |
| 1Y | -22.9% | +20.1% | -43.0% | -29.7% |
| 3Y | +244.3% | +37.8% | +206.5% | +176.2% |
| 5Y | +117.8% | -63.7% | +181.5% | +95.9% |
| All | +264.0% | +57.4% | +206.7% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling