+753.6%
B vs WY
+623.4%
+130.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | +11.3% | -0.8% | +12.1% | +11.5% |
| 30D | +2.9% | +10.6% | -7.7% | +1.2% |
| 3M | -2.9% | -16.6% | +13.8% | -0.1% |
| 6M | -1.2% | -8.6% | +7.4% | 0.0% |
| YTD | -1.3% | -8.4% | +7.1% | -0.3% |
| 1Y | +30.4% | -5.1% | +35.5% | +30.9% |
| 3Y | +195.3% | -21.9% | +217.2% | +203.8% |
| 5Y | +146.2% | -31.3% | +177.5% | +156.7% |
| 10Y | +200.5% | +3.6% | +196.9% | +181.4% |
| All | +753.6% | +623.4% | +130.2% | +714.7% |
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