+47.2%
AR vs WY
-23.6%
+70.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +7.4% | -0.8% | +8.2% | +7.5% |
| 30D | +5.8% | +10.1% | -4.3% | +4.2% |
| 3M | +5.2% | -15.4% | +20.6% | +7.5% |
| 6M | +5.4% | -8.3% | +13.7% | +6.0% |
| YTD | +12.4% | -9.8% | +22.2% | +12.1% |
| 1Y | +12.8% | -3.9% | +16.7% | +10.1% |
| 3Y | +47.2% | -23.3% | +70.5% | +47.0% |
| All | +47.2% | -23.6% | +70.8% | +47.0% |
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