-68.9%
XYZ vs W
-63.2%
-5.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.7% |
| 7D | -1.0% | -4.2% | +3.2% | +0.7% |
| 30D | -1.7% | -7.6% | +5.9% | +1.2% |
| 3M | +16.7% | +37.2% | -20.4% | -0.2% |
| 6M | +26.9% | +26.3% | +0.5% | +10.3% |
| YTD | +27.1% | -1.0% | +28.1% | +20.1% |
| 1Y | +9.3% | +20.1% | -10.8% | -7.6% |
| 3Y | +42.3% | +37.8% | +4.5% | -2.4% |
| All | -68.9% | -63.2% | -5.7% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling