+112.4%
C vs WY
-31.5%
+143.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.7% | +2.2% |
| 7D | -0.9% | -0.8% | -0.2% | -0.7% |
| 30D | -5.4% | +10.6% | -16.0% | -9.5% |
| 3M | -9.2% | -16.6% | +7.5% | -2.5% |
| 6M | -1.8% | -8.6% | +6.8% | +0.5% |
| YTD | +6.7% | -8.4% | +15.1% | +8.2% |
| 1Y | +23.5% | -5.1% | +28.6% | +22.9% |
| 3Y | +219.8% | -21.9% | +241.7% | +242.5% |
| 5Y | +112.4% | -31.3% | +143.7% | +144.4% |
| All | +112.4% | -31.5% | +143.9% | +144.4% |
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 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