+9.0%
W vs EQX
+232.0%
-223.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -0.9% | -3.2% | +2.3% | 0.0% |
| 30D | -4.2% | +7.8% | -12.0% | -6.2% |
| 3M | +26.9% | +21.3% | +5.6% | +19.9% |
| 6M | +31.2% | -22.4% | +53.7% | +37.6% |
| YTD | -1.8% | -11.3% | +9.5% | -2.6% |
| 1Y | +9.3% | +13.5% | -4.2% | +0.9% |
| 3Y | +33.2% | +162.1% | -128.9% | -9.3% |
| 5Y | -62.4% | +84.2% | -146.6% | -73.9% |
| All | +9.0% | +232.0% | -223.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling