+142.2%
AS vs WY
-29.9%
+172.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | +5.8% | -0.8% | +6.6% | +6.1% |
| 30D | +15.4% | +10.6% | +4.7% | +10.2% |
| 3M | -11.9% | -16.6% | +4.7% | -4.6% |
| 6M | -9.9% | -8.6% | -1.3% | -7.0% |
| YTD | -13.1% | -8.4% | -4.7% | -11.2% |
| 1Y | +9.9% | -5.1% | +15.0% | +9.9% |
| All | +142.2% | -29.9% | +172.1% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling