+59.6%
T vs W
+123.5%
-63.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.9% |
| 7D | +1.0% | -3.6% | +4.6% | +1.0% |
| 30D | -10.6% | +7.0% | -17.6% | -10.5% |
| 3M | -7.7% | +7.4% | -15.1% | -7.6% |
| 6M | -13.3% | +69.3% | -82.6% | -12.3% |
| YTD | -8.8% | +11.3% | -20.1% | -8.2% |
| 1Y | -8.4% | +13.2% | -21.6% | -7.8% |
| 3Y | +59.6% | +142.0% | -82.4% | +64.9% |
| All | +59.6% | +123.5% | -63.8% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling