-53.2%
TE vs W
+2.6%
-55.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.7% |
| 7D | -4.0% | -4.2% | +0.2% | -2.9% |
| 30D | -15.9% | -7.6% | -8.3% | -14.2% |
| 3M | -60.5% | +37.2% | -97.7% | -63.8% |
| 6M | -35.2% | +26.3% | -61.5% | -39.6% |
| YTD | -31.1% | -1.0% | -30.2% | -32.2% |
| 1Y | +148.6% | +20.1% | +128.6% | +132.1% |
| 3Y | -26.4% | +37.8% | -64.2% | -37.1% |
| 5Y | -48.0% | -63.7% | +15.6% | -55.6% |
| All | -53.2% | +2.6% | -55.8% | -61.7% |
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