-18.3%
TE vs W
+44.2%
-62.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +9.8% |
| 7D | +18.2% | +6.5% | +11.7% | +15.3% |
| 30D | -13.5% | -6.2% | -7.3% | -11.1% |
| 3M | -44.6% | +48.9% | -93.5% | -54.3% |
| 6M | -24.7% | +31.2% | -55.9% | -34.8% |
| YTD | -24.3% | -0.4% | -23.8% | -27.5% |
| 1Y | +155.6% | +14.8% | +140.7% | +127.1% |
| 3Y | -18.3% | +40.5% | -58.8% | -39.8% |
| All | -18.3% | +44.2% | -62.4% | -39.8% |
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