-16.3%
A vs WY
-22.3%
+6.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | +0.2% |
| 7D | -4.6% | -3.7% | -0.9% | -2.7% |
| 30D | -4.3% | -11.3% | +7.0% | +1.7% |
| 3M | +8.9% | -8.1% | +17.1% | +13.2% |
| 6M | +24.5% | -7.4% | +31.9% | +28.5% |
| YTD | +5.8% | -4.7% | +10.5% | +6.8% |
| 1Y | +16.2% | -9.2% | +25.4% | +20.2% |
| 3Y | +28.5% | -24.7% | +53.2% | +44.9% |
| 5Y | -16.3% | -21.6% | +5.2% | -4.6% |
| All | -16.3% | -22.3% | +6.0% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling