+72.6%
XYZ vs W
+123.5%
-50.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.1% |
| 7D | +12.1% | -3.6% | +15.7% | +13.5% |
| 30D | +12.4% | +7.0% | +5.4% | +10.3% |
| 3M | +8.2% | +7.4% | +0.8% | +5.7% |
| 6M | +20.7% | +69.3% | -48.6% | +0.8% |
| YTD | +31.3% | +11.3% | +20.0% | +22.1% |
| 1Y | +20.5% | +13.2% | +7.3% | +10.8% |
| 3Y | +72.6% | +142.0% | -69.4% | +12.5% |
| All | +72.6% | +123.5% | -50.9% | +12.5% |
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