+82.2%
UBER vs W
-31.3%
+113.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.9% |
| 7D | -3.9% | -4.2% | +0.3% | -3.0% |
| 30D | +11.1% | -7.6% | +18.7% | +13.0% |
| 3M | +4.9% | +37.2% | -32.2% | -4.5% |
| 6M | -1.2% | +26.3% | -27.5% | -9.2% |
| YTD | -7.3% | -1.0% | -6.3% | -10.4% |
| 1Y | -17.6% | +20.1% | -37.7% | -25.5% |
| 3Y | +61.1% | +37.8% | +23.3% | +26.6% |
| 5Y | +87.9% | -63.7% | +151.5% | +74.8% |
| All | +82.2% | -31.3% | +113.5% | +19.9% |
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