-6.4%
T vs W
+21.5%
-27.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.0% | -8.9% | +2.4% |
| 7D | +5.5% | +8.4% | -2.9% | +5.7% |
| 30D | -8.9% | +16.5% | -25.4% | -8.4% |
| 3M | -5.6% | +6.4% | -12.0% | -5.3% |
| 6M | -14.3% | +90.5% | -104.8% | -11.0% |
| YTD | -7.9% | +23.1% | -31.0% | -7.5% |
| 1Y | -6.4% | +24.3% | -30.7% | -6.1% |
| All | -6.4% | +21.5% | -27.9% | -6.1% |
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