-78.9%
TE vs W
+16.1%
-95.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.7% | -5.9% | -8.7% |
| 7D | -26.9% | +1.1% | -27.9% | -27.0% |
| 30D | -38.9% | +6.4% | -45.4% | -39.8% |
| 3M | -61.0% | +9.0% | -70.0% | -61.8% |
| 6M | -66.4% | +69.8% | -136.2% | -70.5% |
| YTD | -69.0% | +12.1% | -81.1% | -70.4% |
| 1Y | -54.0% | 0.0% | -54.0% | -55.0% |
| 3Y | +38.0% | +160.3% | -122.3% | +4.2% |
| 5Y | -81.0% | -53.3% | -27.7% | -84.3% |
| All | -78.9% | +16.1% | -95.0% | -83.3% |
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