+561.6%
A vs WY
+114.0%
+447.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +0.7% | -5.4% | +6.1% | +3.2% |
| 30D | +0.8% | +7.9% | -7.0% | -3.1% |
| 3M | +16.9% | -16.6% | +33.5% | +25.9% |
| 6M | +53.8% | -11.2% | +65.0% | +60.1% |
| YTD | +28.1% | -11.3% | +39.4% | +32.6% |
| 1Y | +15.0% | -5.5% | +20.6% | +15.5% |
| 3Y | +63.1% | -25.4% | +88.5% | +81.0% |
| 5Y | +11.5% | -32.4% | +43.8% | +28.1% |
| 10Y | +303.2% | +3.8% | +299.4% | +238.0% |
| All | +561.6% | +114.0% | +447.6% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling