+7.7%
W vs EQX
+226.7%
-219.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.4% | -1.4% |
| 7D | +0.5% | -7.0% | +7.5% | +2.3% |
| 30D | -5.6% | +4.8% | -10.4% | -6.9% |
| 3M | +41.9% | +25.6% | +16.3% | +33.1% |
| 6M | +30.2% | -25.8% | +56.1% | +38.1% |
| YTD | -2.9% | -12.7% | +9.8% | -3.3% |
| 1Y | +11.6% | +14.1% | -2.5% | +2.8% |
| 3Y | +37.0% | +165.7% | -128.8% | -7.2% |
| 5Y | -62.8% | +81.2% | -144.1% | -74.1% |
| All | +7.7% | +226.7% | -219.0% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling