+875.9%
BAX vs WY
+688.1%
+187.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.1% | -1.7% | +0.6% | -0.7% |
| 30D | -5.5% | -10.1% | +4.6% | -2.9% |
| 3M | +33.5% | -5.1% | +38.7% | +35.1% |
| 6M | +35.9% | -4.8% | +40.6% | +37.4% |
| YTD | +35.4% | -0.2% | +35.6% | +35.1% |
| 1Y | +9.8% | -6.6% | +16.4% | +11.3% |
| 3Y | -32.7% | -22.7% | -10.0% | -28.6% |
| 5Y | -65.6% | -22.2% | -43.3% | -63.9% |
| 10Y | -34.9% | +7.3% | -42.2% | -40.4% |
| All | +875.9% | +688.1% | +187.8% | +365.8% |
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