-80.5%
TE vs W
+15.5%
-96.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -19.1% | +0.2% | -19.2% | -19.1% |
| 30D | -34.1% | +6.8% | -41.0% | -35.1% |
| 3M | -60.1% | +10.7% | -70.8% | -61.1% |
| 6M | -66.0% | +86.3% | -152.3% | -70.8% |
| YTD | -71.4% | +11.5% | -82.9% | -72.6% |
| 1Y | -45.3% | +5.1% | -50.4% | -47.1% |
| 3Y | +9.1% | +171.0% | -161.8% | -18.0% |
| 5Y | -82.6% | -56.6% | -26.0% | -85.6% |
| All | -80.5% | +15.5% | -96.0% | -84.5% |
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