+143.7%
AR vs WY
-20.4%
+164.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | +5.5% | -9.9% | +15.4% | +10.2% |
| 3M | +12.9% | -7.5% | +20.4% | +15.9% |
| 6M | +0.1% | -5.1% | +5.2% | +0.5% |
| YTD | +13.5% | -2.1% | +15.6% | +10.9% |
| 1Y | +21.6% | -7.3% | +28.9% | +22.1% |
| 3Y | +46.0% | -22.6% | +68.6% | +58.3% |
| 5Y | +143.7% | -19.8% | +163.5% | +149.3% |
| All | +143.7% | -20.4% | +164.1% | +149.3% |
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