+688.8%
B vs WY
+607.0%
+81.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.7% | -5.1% | +2.4% | -1.8% |
| 30D | -4.3% | +9.0% | -13.4% | -5.7% |
| 3M | -2.3% | -16.7% | +14.4% | +0.5% |
| 6M | -16.2% | -10.3% | -6.0% | -15.0% |
| YTD | -8.8% | -10.5% | +1.7% | -7.5% |
| 1Y | +11.4% | -5.9% | +17.2% | +12.0% |
| 3Y | +174.3% | -24.7% | +199.0% | +183.9% |
| 5Y | +116.2% | -31.5% | +147.7% | +125.7% |
| 10Y | +222.7% | +4.7% | +218.0% | +201.8% |
| All | +688.8% | +607.0% | +81.9% | +655.7% |
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