-39.0%
U vs W
-63.5%
+24.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -2.2% |
| 7D | -3.8% | -4.2% | +0.4% | -1.9% |
| 30D | +17.5% | -7.6% | +25.0% | +21.3% |
| 3M | +38.7% | +37.2% | +1.6% | +13.2% |
| 6M | +104.4% | +26.3% | +78.1% | +69.7% |
| YTD | -5.7% | -1.0% | -4.7% | -12.1% |
| 1Y | +3.7% | +20.1% | -16.4% | -16.2% |
| 3Y | +12.3% | +37.8% | -25.5% | -29.5% |
| 5Y | -68.8% | -63.7% | -5.2% | -73.0% |
| All | -39.0% | -63.5% | +24.4% | -47.2% |
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