+132.0%
C vs WY
-20.4%
+152.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +2.6% | -1.7% | +4.3% | +3.3% |
| 30D | +1.9% | -9.9% | +11.8% | +6.2% |
| 3M | +2.8% | -7.5% | +10.3% | +5.5% |
| 6M | +30.6% | -5.1% | +35.7% | +32.0% |
| YTD | +19.9% | -2.1% | +22.0% | +18.8% |
| 1Y | +44.6% | -7.3% | +51.9% | +46.6% |
| 3Y | +272.1% | -22.6% | +294.8% | +305.1% |
| 5Y | +132.0% | -19.8% | +151.8% | +142.3% |
| All | +132.0% | -20.4% | +152.4% | +142.3% |
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