+73.5%
XYZ vs W
+151.3%
-77.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +2.2% |
| 7D | +14.9% | +3.3% | +11.6% | +14.0% |
| 30D | +14.7% | +10.5% | +4.1% | +11.4% |
| 3M | +12.1% | +9.6% | +2.5% | +8.9% |
| 6M | +18.3% | +76.4% | -58.1% | -2.4% |
| YTD | +36.1% | +16.4% | +19.7% | +24.8% |
| 1Y | +35.3% | +9.3% | +26.0% | +26.1% |
| 3Y | +73.5% | +172.8% | -99.3% | +12.0% |
| All | +73.5% | +151.3% | -77.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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