+148.6%
TE vs W
+25.7%
+123.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.2% |
| 7D | -4.0% | -4.2% | +0.2% | -2.1% |
| 30D | -15.9% | -7.6% | -8.3% | -13.0% |
| 3M | -60.5% | +37.2% | -97.7% | -66.8% |
| 6M | -35.2% | +26.3% | -61.5% | -45.0% |
| YTD | -31.1% | -1.0% | -30.2% | -37.0% |
| 1Y | +148.6% | +20.1% | +128.6% | +123.3% |
| All | +148.6% | +25.7% | +123.0% | +123.3% |
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 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