+1,421.1%
TER vs W
+209.7%
+1,211.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | +24.0% | -1.7% | +25.7% | +24.5% |
| 30D | -30.6% | +3.2% | -33.9% | -31.2% |
| 3M | -34.5% | +8.3% | -42.8% | -35.9% |
| 6M | -26.4% | +84.3% | -110.7% | -36.3% |
| YTD | +36.4% | +11.0% | +25.4% | +29.6% |
| 1Y | +47.4% | -0.2% | +47.6% | +42.5% |
| 3Y | +202.6% | +157.9% | +44.6% | +124.6% |
| 5Y | +83.9% | -56.8% | +140.7% | +64.7% |
| 10Y | +1,068.0% | +212.2% | +855.8% | +587.6% |
| All | +1,421.1% | +209.7% | +1,211.5% | +805.3% |
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 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