+777.6%
V vs W
+210.4%
+567.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.2% |
| 7D | +2.2% | -3.6% | +5.8% | +2.5% |
| 30D | +13.6% | +7.0% | +6.6% | +12.7% |
| 3M | +14.3% | +7.4% | +6.9% | +13.2% |
| 6M | +33.1% | +69.3% | -36.2% | +24.4% |
| YTD | +21.2% | +11.3% | +10.0% | +17.5% |
| 1Y | +26.4% | +13.2% | +13.2% | +22.1% |
| 3Y | +77.6% | +142.0% | -64.4% | +49.7% |
| 5Y | +102.6% | -54.6% | +157.2% | +88.4% |
| 10Y | +464.4% | +243.7% | +220.7% | +267.4% |
| All | +777.6% | +210.4% | +567.2% | +466.7% |
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