+191.2%
TER vs W
+161.9%
+29.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +0.2% | +14.2% | +14.4% |
| 30D | -30.6% | +6.8% | -37.4% | -31.9% |
| 3M | -39.2% | +10.7% | -49.9% | -41.2% |
| 6M | -31.3% | +86.3% | -117.6% | -43.6% |
| YTD | +29.1% | +11.5% | +17.6% | +19.9% |
| 1Y | +47.4% | +5.1% | +42.3% | +38.3% |
| 3Y | +191.2% | +171.0% | +20.2% | +85.3% |
| All | +191.2% | +161.9% | +29.3% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling