+37.0%
TRV vs W
+13.1%
+24.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.5% |
| 7D | -1.5% | +0.5% | -2.0% | -1.5% |
| 30D | -1.8% | -5.6% | +3.8% | -1.8% |
| 3M | +21.6% | +41.9% | -20.3% | +21.7% |
| 6M | +22.5% | +30.2% | -7.8% | +22.4% |
| YTD | +28.1% | -2.9% | +31.1% | +27.3% |
| 1Y | +37.0% | +11.6% | +25.5% | +35.8% |
| All | +37.0% | +13.1% | +24.0% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling