+64.6%
A vs WY
-24.9%
+89.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +0.7% | -5.4% | +6.1% | +3.0% |
| 30D | +0.8% | +7.9% | -7.0% | -3.1% |
| 3M | +16.9% | -16.6% | +33.5% | +26.5% |
| 6M | +53.8% | -11.2% | +65.0% | +60.6% |
| YTD | +28.1% | -11.3% | +39.4% | +32.5% |
| 1Y | +15.0% | -5.5% | +20.6% | +14.5% |
| All | +64.6% | -24.9% | +89.5% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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