+120.4%
AS vs WY
-23.6%
+144.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.7% | +3.2% |
| 7D | -4.9% | -1.7% | -3.2% | -4.1% |
| 30D | -19.6% | -10.1% | -9.5% | -15.6% |
| 3M | -14.4% | -5.1% | -9.2% | -12.6% |
| 6M | -20.1% | -4.8% | -15.3% | -18.8% |
| YTD | -20.9% | -0.2% | -20.7% | -22.1% |
| 1Y | -21.9% | -6.6% | -15.2% | -20.4% |
| All | +120.4% | -23.6% | +144.0% | +158.8% |
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