+678.8%
V vs W
+176.2%
+502.6%
-36.4%
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% | -1.2% |
| 7D | -1.7% | -4.2% | +2.5% | -1.3% |
| 30D | +2.0% | -7.6% | +9.5% | +2.7% |
| 3M | +17.4% | +37.2% | -19.8% | +12.5% |
| 6M | +17.5% | +26.3% | -8.8% | +13.0% |
| YTD | +7.6% | -1.0% | +8.6% | +5.7% |
| 1Y | +7.7% | +20.1% | -12.4% | +3.0% |
| 3Y | +54.7% | +37.8% | +16.9% | +38.4% |
| 5Y | +73.0% | -63.7% | +136.7% | +64.8% |
| 10Y | +390.9% | +156.3% | +234.5% | +227.6% |
| All | +678.8% | +176.2% | +502.6% | +409.8% |
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