-63.1%
W vs Z
-64.8%
+1.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +4.1% |
| 7D | -4.2% | -3.0% | -1.2% | -2.0% |
| 30D | -7.6% | -4.2% | -3.4% | -5.6% |
| 3M | +37.2% | -3.7% | +40.9% | +39.0% |
| 6M | +26.3% | -24.5% | +50.8% | +51.6% |
| YTD | -1.0% | -49.3% | +48.3% | +58.5% |
| 1Y | +20.1% | -58.7% | +78.8% | +121.7% |
| 3Y | +37.8% | -34.1% | +71.9% | +63.3% |
| All | -63.1% | -64.8% | +1.7% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling