+70.0%
UBER vs W
-20.9%
+90.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | +1.2% | -7.4% | +8.5% | +2.9% |
| 30D | -1.1% | +7.8% | -9.0% | -3.1% |
| 3M | -10.0% | +10.9% | -20.9% | -12.6% |
| 6M | -7.2% | +86.4% | -93.6% | -22.1% |
| YTD | -13.5% | +14.0% | -27.5% | -19.5% |
| 1Y | -24.5% | +3.5% | -28.0% | -28.5% |
| 3Y | +37.0% | +164.8% | -127.7% | -8.7% |
| 5Y | +63.3% | -53.1% | +116.4% | +42.8% |
| All | +70.0% | -20.9% | +90.9% | +7.7% |
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