+43.2%
TER vs W
+21.5%
+21.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +11.0% | -17.8% | -9.2% |
| 7D | -19.9% | +8.4% | -28.2% | -21.5% |
| 30D | -43.5% | +16.5% | -60.0% | -45.7% |
| 3M | -37.8% | +6.4% | -44.2% | -39.0% |
| 6M | -25.6% | +90.5% | -116.1% | -39.4% |
| YTD | +29.8% | +23.1% | +6.8% | +15.9% |
| 1Y | +43.2% | +24.3% | +18.9% | +27.6% |
| All | +43.2% | +21.5% | +21.7% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling