-62.5%
ALB vs WY
-31.7%
-30.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.1% | -5.1% | +6.1% | +4.9% |
| 30D | -2.6% | +9.0% | -11.6% | -9.4% |
| 3M | -25.6% | -16.7% | -8.9% | -15.4% |
| 6M | -54.0% | -10.3% | -43.8% | -51.4% |
| YTD | -31.6% | -10.5% | -21.1% | -29.2% |
| 1Y | -6.6% | -5.9% | -0.7% | -7.7% |
| 3Y | -14.0% | -24.7% | +10.7% | +3.1% |
| 5Y | -62.5% | -31.5% | -31.0% | -50.7% |
| All | -62.5% | -31.7% | -30.9% | -50.7% |
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