+124.9%
T vs W
+176.2%
-51.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.5% | -2.0% |
| 7D | -1.3% | -4.2% | +2.9% | -1.1% |
| 30D | +11.4% | -7.6% | +18.9% | +11.6% |
| 3M | +14.3% | +37.2% | -22.9% | +12.5% |
| 6M | -9.3% | +26.3% | -35.6% | -10.5% |
| YTD | +7.1% | -1.0% | +8.1% | +6.4% |
| 1Y | -9.1% | +20.1% | -29.2% | -10.7% |
| 3Y | +105.3% | +37.8% | +67.5% | +96.6% |
| 5Y | +66.8% | -63.7% | +130.5% | +62.8% |
| 10Y | +66.8% | +156.3% | -89.5% | +38.7% |
| All | +124.9% | +176.2% | -51.3% | +85.3% |
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