+18.2%
TER vs W
+10.8%
+7.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | -20.5% | -3.6% | -16.9% | -19.6% |
| 30D | -47.0% | +7.0% | -54.0% | -47.8% |
| 3M | -43.3% | +7.4% | -50.7% | -44.5% |
| 6M | -42.9% | +69.3% | -112.2% | -51.9% |
| YTD | +12.9% | +11.3% | +1.6% | +3.4% |
| 1Y | +18.2% | +13.2% | +5.0% | +8.1% |
| All | +18.2% | +10.8% | +7.3% | +8.1% |
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