+2,885.9%
ALB vs WY
+277.7%
+2,608.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.3% | -4.9% |
| 7D | -8.1% | -1.7% | -6.3% | -7.3% |
| 30D | +6.3% | -10.1% | +16.4% | +12.0% |
| 3M | -23.6% | -5.1% | -18.4% | -22.2% |
| 6M | -24.6% | -4.8% | -19.8% | -23.6% |
| YTD | -10.3% | -0.2% | -10.0% | -11.9% |
| 1Y | +61.5% | -6.6% | +68.1% | +63.7% |
| 3Y | -34.0% | -22.7% | -11.2% | -25.3% |
| 5Y | -44.6% | -22.2% | -22.4% | -37.1% |
| 10Y | +76.1% | +7.3% | +68.8% | +60.2% |
| All | +2,885.9% | +277.7% | +2,608.2% | +1,346.6% |
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 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