+153.8%
B vs WY
-21.5%
+175.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.1% |
| 7D | +2.3% | -2.1% | +4.4% | +2.9% |
| 30D | +1.4% | -10.5% | +11.8% | +4.3% |
| 3M | +12.2% | -4.9% | +17.1% | +13.3% |
| 6M | -2.1% | -4.9% | +2.8% | -1.1% |
| YTD | +2.9% | -1.7% | +4.6% | +2.8% |
| 1Y | +55.3% | -9.4% | +64.7% | +58.3% |
| 3Y | +198.7% | -22.3% | +221.0% | +215.0% |
| 5Y | +153.8% | -20.5% | +174.3% | +174.0% |
| All | +153.8% | -21.5% | +175.3% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling