+9.6%
U vs W
+41.4%
-31.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.9% |
| 7D | -3.8% | -4.2% | +0.4% | -2.4% |
| 30D | +17.5% | -7.6% | +25.0% | +20.3% |
| 3M | +38.7% | +37.2% | +1.6% | +19.7% |
| 6M | +104.4% | +26.3% | +78.1% | +79.3% |
| YTD | -5.7% | -1.0% | -4.7% | -9.5% |
| 1Y | +3.7% | +20.1% | -16.4% | -10.3% |
| All | +9.6% | +41.4% | -31.8% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling