-24.7%
U vs W
-58.9%
+34.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +7.0% | +6.2% |
| 7D | +36.6% | -3.6% | +40.2% | +37.5% |
| 30D | +13.3% | +7.0% | +6.4% | +8.5% |
| 3M | +26.2% | +7.4% | +18.8% | +19.7% |
| 6M | +88.7% | +69.3% | +19.4% | +35.8% |
| YTD | +16.6% | +11.3% | +5.3% | +1.2% |
| 1Y | +29.0% | +13.2% | +15.7% | +9.7% |
| 3Y | +99.5% | +142.0% | -42.5% | -8.8% |
| 5Y | -66.1% | -54.6% | -11.5% | -73.4% |
| All | -24.7% | -58.9% | +34.3% | -39.2% |
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