-45.4%
TE vs W
-62.3%
+16.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | +15.0% | +5.9% | +9.1% | +12.8% |
| 30D | -7.5% | -3.0% | -4.5% | -6.5% |
| 3M | -42.0% | +40.3% | -82.3% | -49.3% |
| 6M | -31.4% | +32.2% | -63.6% | -39.0% |
| YTD | -26.5% | -0.3% | -26.2% | -28.6% |
| 1Y | +153.1% | +16.2% | +136.9% | +129.9% |
| 3Y | -20.7% | +40.7% | -61.4% | -37.8% |
| 5Y | -45.4% | -62.3% | +16.9% | -33.4% |
| All | -45.4% | -62.3% | +16.8% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling