+308.8%
SPOT vs W
+81.1%
+227.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -3.0% | -7.4% | +4.4% | -1.6% |
| 30D | +15.2% | +7.8% | +7.4% | +13.2% |
| 3M | +21.6% | +10.9% | +10.7% | +18.5% |
| 6M | +45.2% | +86.4% | -41.2% | +24.5% |
| YTD | +4.9% | +14.0% | -9.1% | -1.9% |
| 1Y | -4.8% | +3.5% | -8.3% | -9.5% |
| 3Y | +256.3% | +164.8% | +91.5% | +147.4% |
| 5Y | +120.2% | -53.1% | +173.3% | +88.6% |
| All | +308.8% | +81.1% | +227.7% | +164.6% |
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 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