-25.6%
AR vs WY
+17.6%
-43.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +6.4% | -5.4% | +11.8% | +9.7% |
| 30D | +3.1% | +7.9% | -4.7% | -2.2% |
| 3M | +3.3% | -16.6% | +19.9% | +13.3% |
| 6M | +6.6% | -11.2% | +17.7% | +11.1% |
| YTD | +12.3% | -11.3% | +23.7% | +14.7% |
| 1Y | +12.3% | -5.5% | +17.9% | +10.0% |
| 3Y | +50.4% | -25.4% | +75.9% | +64.2% |
| 5Y | +101.0% | -32.4% | +133.4% | +132.5% |
| 10Y | +57.5% | +3.8% | +53.7% | +31.3% |
| All | -25.6% | +17.6% | -43.2% | -40.0% |
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 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