+199.8%
TER vs W
+25.7%
+174.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +4.9% |
| 7D | +0.6% | -4.2% | +4.8% | +1.5% |
| 30D | -8.3% | -7.6% | -0.7% | -6.9% |
| 3M | -12.2% | +37.2% | -49.4% | -18.9% |
| 6M | +17.0% | +26.3% | -9.3% | +8.2% |
| YTD | +84.6% | -1.0% | +85.6% | +74.2% |
| 1Y | +199.8% | +20.1% | +179.7% | +180.7% |
| All | +199.8% | +25.7% | +174.2% | +180.7% |
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 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