-11.9%
ALB vs WY
-24.2%
+12.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.1% | -5.1% | +6.1% | +4.3% |
| 30D | -2.6% | +9.0% | -11.6% | -8.4% |
| 3M | -25.6% | -16.7% | -8.9% | -16.6% |
| 6M | -54.0% | -10.3% | -43.8% | -51.7% |
| YTD | -31.6% | -10.5% | -21.1% | -29.7% |
| 1Y | -6.6% | -5.9% | -0.7% | -8.5% |
| All | -11.9% | -24.2% | +12.3% | -0.3% |
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