+163.6%
W vs BAX
-19.6%
+183.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | -4.2% | -1.1% | -3.0% | -3.5% |
| 30D | -7.6% | -5.5% | -2.1% | -4.6% |
| 3M | +37.2% | +33.5% | +3.6% | +16.5% |
| 6M | +26.3% | +35.9% | -9.5% | +5.7% |
| YTD | -1.0% | +35.4% | -36.3% | -18.2% |
| 1Y | +20.1% | +9.8% | +10.3% | +10.6% |
| 3Y | +37.8% | -32.7% | +70.5% | +62.6% |
| 5Y | -63.7% | -65.6% | +1.9% | -37.1% |
| 10Y | +156.3% | -34.9% | +191.2% | +249.5% |
| All | +163.6% | -19.6% | +183.2% | +232.4% |
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