Sortino, Calmar, MWR, Sharpe, volatility, max drawdown, win rate - plus TWR vs benchmark, monthly heatmap, contribution-ranked performers, concentration bands, correlation matrix, and Greeks. Every analytics surface, all in one place.
Risk metrics
Sortino
i2.18
Excess return / downside σ
Calmar
i2.95
CAGR / |max drawdown|
MWR (IRR)
i+22.4%
Money-weighted, annualised
Sharpe
i1.42
Excess return / total σ
Volatility
i14.6%
Annualised σ of returns
Max DD
i-8.4%
Peak-to-trough, recovered in 22d
Win Rate
i63.5%
% of positive months
TWR · 1Y
+24.8%
MWR · 1Y
+22.4%
SPY · 1Y
+14.2%
Alpha vs SPY
+10.6%
Monthly returns
3 years · compounded
Jan
+ 3.2%
Feb
-1.8%
Mar
+ 5.1%
Apr
+ 2.4%
May
-
Jun
-
Jul
-
Aug
-
Sep
-
Oct
-
Nov
-
Dec
-
Jan
+ 4.1%
Feb
+ 2.7%
Mar
+ 1.9%
Apr
-3.4%
May
+ 5.8%
Jun
+ 6.2%
Jul
-2.1%
Aug
+ 8.4%
Sep
+ 3.1%
Oct
-0.4%
Nov
+ 0.9%
Dec
+ 1.1%
Jan
-2.4%
Feb
+ 1.2%
Mar
+ 4.6%
Apr
+ 0.8%
May
+ 3.2%
Jun
-1.5%
Jul
+ 2.1%
Aug
+ 1.8%
Sep
-3.7%
Oct
+ 5.2%
Nov
+ 2.4%
Dec
+ 0.4%
Two returns, computed separately
Most retail apps pick one and call it a return. We compute both - TWR by chaining daily sub-period returns, MWR by solving the internal rate of return across every cash event - and surface them on the same workspace so deposit-timing effects are visible, not hidden.
TWR · time-weighted
1Y · daily-chained
+24.8%
Strips out the effect of deposits and withdrawals. This is the number you'd quote against a benchmark - what the holdings did, period.
MWR · money-weighted (IRR)
1Y · annualised
+22.4%
Counts every deposit and withdrawal at the day it happened. This is what your wallet actually earned - the number that matters for your tax return.
Δ TWR − MWR = +2.4 pts · most of it earned before the April deposit. The dashboard flags the gap; you decide what it means.
Seven metrics · formulas in the tooltip
Hover any tile and you get the definition, the formula, and what good looks like. Change the timeframe and the numbers update instantly - the chart stays exactly where it is.
Sharpe
1.42
(R − Rf) / σ
Excess return per unit of total volatility. > 1 is good, > 2 is institutional.
Sortino
2.18
(R − Rf) / σ↓
Same idea, but only downside vol punishes you. Penalises losses, not all wiggles.
Calmar
2.95
CAGR / |Max DD|
Return per unit of worst-case pain. Above 1 means you got paid for the drawdown.
Volatility
14.6%
σ × √252
Annualised standard deviation of daily returns. The width of the ride.
Max Drawdown
-8.4%
min(P_t / P_peak − 1)
Worst peak-to-trough. We also show recovery time - yours was 22 days.
Win Rate
63.5%
months > 0 / total
Share of months in the green. Above 55% is hard. Above 65% is rare.
Attribution · concentration · co-movement
Returns are the start of the conversation. The interesting questions are which positions earned them, which positions are too big, and which of those big positions all move together. Three surfaces, same page.
Top performers · ranked by contribution
NVDA
$48,210
+184.6%
+$31,420
META
$22,840
+72.4%
+$9,610
AVGO
$18,420
+58.1%
+$6,770
AMZN
$14,205
+41.2%
+$4,150
Bottom performers · the drags
PYPL
$3,840
-28.4%
-$1,520
PFE
$5,210
-19.1%
-$1,230
INTC
$4,640
-14.7%
-$800
TGT
$3,920
-9.2%
-$398
Concentration risks · >10% of book
NVDA
high$48,210
24.6%
of portfolio
META
medium$22,840
11.7%
of portfolio
AVGO
medium$18,420
9.4%
of portfolio
Correlation matrix · top 6 positions
| NVDA | META | AVGO | AMZN | GOOGL | MSFT | |
|---|---|---|---|---|---|---|
| NVDA | 1.00 | 0.71 | 0.78 | 0.62 | 0.65 | 0.69 |
| META | 0.71 | 1.00 | 0.64 | 0.58 | 0.74 | 0.61 |
| AVGO | 0.78 | 0.64 | 1.00 | 0.55 | 0.59 | 0.66 |
| AMZN | 0.62 | 0.58 | 0.55 | 1.00 | 0.67 | 0.71 |
| GOOGL | 0.65 | 0.74 | 0.59 | 0.67 | 1.00 | 0.81 |
| MSFT | 0.69 | 0.61 | 0.66 | 0.71 | 0.81 | 1.00 |
Red > 0.75 means the pair moves together - your "diversification" between MSFT and GOOGL (0.81) is mostly nominal.
If you trade options · the sleeve appears automatically
We aggregate Δ, Γ, Θ and ν across every option you hold - long, short, covered call, cash-secured put - and compute the worst-case dollar loss if every contract assigned against you tomorrow. The panel appears only when you hold at least one open option contract.
Δ Delta
+1,284.40
$ exposure per $1 underlying move
Γ Gamma
+24.16
Δ-change per $1 underlying move
Θ Theta
-184.20
$ decay per day
ν Vega
+412.80
$ change per 1-vol point
Max loss
-$18,420
Worst-case if every assignment goes against you
Six components, one workspace
What you see in the product is what you read here. No marketing abstraction, no "coming soon". Each card below corresponds to a real screen in the app.
Risk metrics panel
Sortino, Calmar, MWR (IRR), Sharpe, volatility, max drawdown, win rate - each with a tooltip showing the formula. Toggle the row across 1M / 3M / 6M / YTD / 1Y / 3Y / All without losing the chart selection.
Performance chart
Default SPY. One click adds QQQ, DIA, IWM, VTI, EFA, AGG - or a custom ticker. Filter the chart to a position subset to see the curve without your single biggest winner.
Monthly returns heatmap
Each row is a calendar year; each cell intensity-shaded against your max absolute month. The year label carries the compounded total. Empty months render as dashes - no fake zeros.
Top & bottom performers
Ranked by dollar return, not percentage. A 50-bp position with a 400% rip lands where it actually belongs against a 20% position with a 10% move - which is to say, lower.
Concentration risks
High-risk (>20% of book) renders red; medium (10-20%) renders amber. Each card shows position value, percentage, and a badge. The order matches risk, not alphabet.
Correlation & options Greeks
Pairwise rolling correlations across your N largest positions - colour-graded from teal (independent) to red (moves together). Options sleeve? Totals for Δ / Γ / Θ / ν + max loss appear automatically.
The math is right
Most retail apps approximate return by chaining current prices against the current position. That works for "stocks went up". It breaks the moment you deposit, withdraw, do a tax-loss swap, or change brokers. We rebuild from the transaction tape - every time.
Your broker connection pulls every buy, sell, deposit, dividend, split, transfer. We rebuild the wallet ledger end-to-end so cash flows are dated correctly.
TWR chains daily sub-period returns (manager skill). MWR solves the IRR across every cash event (your wallet experience). Both shown, never blended.
Sharpe, Sortino, Calmar, max drawdown and win rate recompute the moment you change the timeframe - independently of the chart, with no extra wait.
Portfolio analytics · TWR · MWR · risk · attribution · Greeks
Connect a broker or start with a manual portfolio - every feature is live the moment you sign up.
Cookie Settings
We use cookies to improve your experience. By continuing to use our site, you accept our use of cookies. Read our cookie policy
These cookies are essential for the website to function properly and cannot be disabled.
These cookies help us understand how visitors interact with our website to improve user experience.
These cookies are used to show you relevant advertisements and measure the effectiveness of our campaigns.