+97.4%
AR vs WY
-31.4%
+128.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | +7.4% | -0.8% | +8.2% | +7.6% |
| 30D | +5.8% | +10.1% | -4.3% | +1.2% |
| 3M | +5.2% | -15.4% | +20.6% | +11.9% |
| 6M | +5.4% | -8.3% | +13.7% | +7.2% |
| YTD | +12.4% | -9.8% | +22.2% | +13.0% |
| 1Y | +12.8% | -3.9% | +16.7% | +9.2% |
| 3Y | +47.2% | -23.3% | +70.5% | +55.1% |
| All | +97.4% | -31.4% | +128.7% | +115.9% |
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