-1.5%
AS vs WY
-3.6%
+2.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | -4.9% | -0.8% | -4.1% | -4.6% |
| 30D | +3.9% | +10.1% | -6.2% | +1.0% |
| 3M | -9.6% | -15.4% | +5.8% | -5.4% |
| 6M | -8.7% | -8.3% | -0.4% | -6.7% |
| YTD | -19.8% | -9.8% | -10.0% | -18.6% |
| 1Y | -1.5% | -3.9% | +2.3% | -0.2% |
| All | -1.5% | -3.6% | +2.0% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling