+71.7%
TER vs W
-55.8%
+127.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.8% |
| 3M | -39.2% | +10.7% | -49.9% | -41.1% |
| 6M | -31.3% | +86.3% | -117.6% | -42.3% |
| YTD | +29.1% | +11.5% | +17.6% | +21.1% |
| 1Y | +47.4% | +5.1% | +42.3% | +39.6% |
| 3Y | +191.2% | +171.0% | +20.2% | +99.4% |
| All | +71.7% | -55.8% | +127.5% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling