+668.0%
BE vs WY
-17.3%
+685.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -6.1% |
| 7D | +10.8% | -0.8% | +11.6% | +11.5% |
| 30D | -19.8% | +10.1% | -29.9% | -26.5% |
| 3M | -18.7% | -15.4% | -3.3% | -10.5% |
| 6M | -33.7% | -8.3% | -25.4% | -32.6% |
| YTD | +121.0% | -9.8% | +130.8% | +124.3% |
| 1Y | +85.4% | -3.9% | +89.3% | +76.7% |
| 3Y | +1,709.5% | -23.3% | +1,732.8% | +1,914.3% |
| 5Y | +462.2% | -31.2% | +493.4% | +613.5% |
| All | +668.0% | -17.3% | +685.2% | +432.4% |
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