+911.5%
BE vs WY
-8.5%
+920.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.5% | +6.8% |
| 7D | +20.0% | -1.7% | +21.7% | +21.5% |
| 30D | +7.9% | -10.1% | +18.0% | +16.4% |
| 3M | -13.2% | -5.1% | -8.1% | -11.9% |
| 6M | +53.5% | -4.8% | +58.2% | +54.3% |
| YTD | +191.0% | -0.2% | +191.3% | +181.1% |
| 1Y | +360.5% | -6.6% | +367.1% | +356.9% |
| 3Y | +1,568.0% | -22.7% | +1,590.7% | +1,809.6% |
| 5Y | +1,055.2% | -22.2% | +1,077.4% | +1,269.9% |
| All | +911.5% | -8.5% | +920.0% | +567.2% |
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