-33.4%
BAX vs WY
-23.0%
-10.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.6% |
| 7D | -5.1% | -1.7% | -3.4% | -4.2% |
| 30D | -12.2% | -9.9% | -2.3% | -7.0% |
| 3M | +21.8% | -7.5% | +29.3% | +26.6% |
| 6M | +36.3% | -5.1% | +41.4% | +39.6% |
| YTD | +27.8% | -2.1% | +29.9% | +27.7% |
| 1Y | -0.1% | -7.3% | +7.3% | +3.1% |
| All | -33.4% | -23.0% | -10.4% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling