+33.2%
W vs EQX
+168.9%
-135.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -0.9% | -3.2% | +2.3% | -0.3% |
| 30D | -4.2% | +7.8% | -12.0% | -5.6% |
| 3M | +26.9% | +21.3% | +5.6% | +21.9% |
| 6M | +31.2% | -22.4% | +53.7% | +34.0% |
| YTD | -1.8% | -11.3% | +9.5% | -3.0% |
| 1Y | +9.3% | +13.5% | -4.2% | +3.3% |
| 3Y | +33.2% | +162.1% | -128.9% | +5.1% |
| All | +33.2% | +168.9% | -135.7% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling