+1,315.3%
TER vs W
+212.6%
+1,102.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.5% |
| 7D | -8.9% | +1.1% | -10.0% | -9.1% |
| 30D | -39.1% | +6.4% | -45.5% | -39.9% |
| 3M | -32.8% | +9.0% | -41.7% | -34.3% |
| 6M | -31.7% | +69.8% | -101.6% | -40.0% |
| YTD | +26.9% | +12.1% | +14.9% | +20.3% |
| 1Y | +33.6% | 0.0% | +33.6% | +29.1% |
| 3Y | +181.5% | +160.3% | +21.2% | +108.5% |
| 5Y | +76.1% | -53.3% | +129.4% | +55.5% |
| 10Y | +1,006.2% | +217.0% | +789.2% | +549.6% |
| All | +1,315.3% | +212.6% | +1,102.8% | +740.5% |
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