-24.2%
AR vs WY
+32.4%
-56.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | +2.5% | -1.7% | +4.2% | +3.5% |
| 30D | +14.8% | -10.1% | +24.9% | +21.8% |
| 3M | +6.2% | -5.1% | +11.4% | +8.3% |
| 6M | +4.3% | -4.8% | +9.1% | +4.6% |
| YTD | +14.4% | -0.2% | +14.6% | +10.3% |
| 1Y | +21.3% | -6.6% | +28.0% | +21.1% |
| 3Y | +39.8% | -22.7% | +62.5% | +52.1% |
| 5Y | +142.1% | -22.2% | +164.3% | +160.4% |
| 10Y | +52.0% | +7.3% | +44.8% | +23.2% |
| All | -24.2% | +32.4% | -56.6% | -42.3% |
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 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