+91.6%
T vs W
+210.4%
-118.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.8% |
| 7D | +1.0% | -3.6% | +4.6% | +1.1% |
| 30D | -10.6% | +7.0% | -17.6% | -10.9% |
| 3M | -7.7% | +7.4% | -15.1% | -8.1% |
| 6M | -13.3% | +69.3% | -82.6% | -15.4% |
| YTD | -8.8% | +11.3% | -20.1% | -9.9% |
| 1Y | -8.4% | +13.2% | -21.6% | -9.6% |
| 3Y | +59.6% | +142.0% | -82.4% | +49.0% |
| 5Y | +52.1% | -54.6% | +106.7% | +47.0% |
| 10Y | +56.9% | +243.7% | -186.9% | +29.2% |
| All | +91.6% | +210.4% | -118.8% | +57.0% |
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