-25.5%
AR vs WY
+19.6%
-45.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | +7.4% | -0.8% | +8.2% | +7.8% |
| 30D | +5.8% | +10.1% | -4.3% | -0.8% |
| 3M | +5.2% | -15.4% | +20.6% | +14.5% |
| 6M | +5.4% | -8.3% | +13.7% | +7.9% |
| YTD | +12.4% | -9.8% | +22.2% | +13.7% |
| 1Y | +12.8% | -3.9% | +16.7% | +9.3% |
| 3Y | +47.2% | -23.3% | +70.5% | +58.0% |
| 5Y | +101.1% | -31.2% | +132.4% | +130.4% |
| 10Y | +57.6% | +5.5% | +52.1% | +30.1% |
| All | -25.5% | +19.6% | -45.2% | -40.5% |
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