+1,959.1%
TER vs W
+176.2%
+1,782.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +5.0% |
| 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% | -18.8% |
| 6M | +17.1% | +26.3% | -9.3% | +9.5% |
| YTD | +84.7% | -1.0% | +85.6% | +80.4% |
| 1Y | +199.9% | +20.1% | +179.8% | +177.2% |
| 3Y | +232.8% | +37.8% | +195.0% | +177.9% |
| 5Y | +198.6% | -63.7% | +262.2% | +177.3% |
| 10Y | +1,669.7% | +156.3% | +1,513.4% | +978.2% |
| All | +1,959.1% | +176.2% | +1,782.9% | +1,160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling