+196.2%
W vs BAX
-19.7%
+216.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.8% |
| 7D | -3.6% | +12.1% | -15.7% | -9.7% |
| 30D | +7.0% | +7.6% | -0.6% | +2.0% |
| 3M | +7.4% | -4.5% | +11.9% | +9.5% |
| 6M | +69.3% | +52.0% | +17.3% | +33.1% |
| YTD | +11.3% | +35.1% | -23.9% | -8.6% |
| 1Y | +13.2% | +43.7% | -30.5% | -10.3% |
| 3Y | +142.0% | -20.9% | +163.0% | +159.4% |
| 5Y | -54.6% | -63.5% | +8.9% | -24.3% |
| 10Y | +243.7% | -36.0% | +279.7% | +367.9% |
| All | +196.2% | -19.7% | +216.0% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling