-44.0%
BIDU vs WY
-22.2%
-21.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -8.1% | -4.2% | -3.9% | -6.3% |
| 30D | -12.8% | -10.1% | -2.7% | -8.6% |
| 3M | -21.3% | -8.5% | -12.8% | -18.7% |
| 6M | -27.0% | -3.3% | -23.6% | -26.6% |
| YTD | -30.0% | -4.4% | -25.7% | -29.8% |
| 1Y | -18.3% | -11.5% | -6.8% | -15.0% |
| 3Y | -33.8% | -24.3% | -9.5% | -27.3% |
| All | -44.0% | -22.2% | -21.8% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling