-62.1%
W vs BAX
-67.0%
+4.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +2.7% |
| 7D | +6.5% | -2.4% | +8.9% | +7.9% |
| 30D | -6.2% | -9.7% | +3.5% | -0.8% |
| 3M | +48.9% | +29.3% | +19.6% | +29.0% |
| 6M | +31.2% | +40.7% | -9.5% | +8.1% |
| YTD | -0.4% | +30.3% | -30.7% | -15.8% |
| 1Y | +14.8% | +3.4% | +11.4% | +9.4% |
| 3Y | +40.5% | -32.0% | +72.5% | +64.9% |
| 5Y | -62.1% | -66.9% | +4.7% | -32.1% |
| All | -62.1% | -67.0% | +4.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 5y: compounded portfolio wealth divided by compounded BAX 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…
5y analysis · Full analysis span regression · 6 months rolling