+3,716.0%
ALL vs WY
+310.3%
+3,405.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.7% |
| 7D | 0.0% | -1.7% | +1.8% | +0.7% |
| 30D | -1.5% | -10.1% | +8.6% | +2.4% |
| 3M | +23.6% | -5.1% | +28.8% | +25.5% |
| 6M | +22.3% | -4.8% | +27.1% | +23.5% |
| YTD | +26.5% | -0.2% | +26.8% | +25.1% |
| 1Y | +27.0% | -6.6% | +33.6% | +28.4% |
| 3Y | +149.6% | -22.7% | +172.3% | +165.6% |
| 5Y | +118.1% | -22.2% | +140.3% | +127.0% |
| 10Y | +369.0% | +7.3% | +361.7% | +294.2% |
| All | +3,716.0% | +310.3% | +3,405.6% | +1,725.5% |
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