+1,163.5%
C vs WY
+688.1%
+475.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | +3.6% | -1.7% | +5.4% | +4.7% |
| 30D | +0.1% | -10.1% | +10.2% | +6.2% |
| 3M | +2.4% | -5.1% | +7.6% | +4.4% |
| 6M | +24.9% | -4.8% | +29.7% | +26.5% |
| YTD | +19.8% | -0.2% | +20.0% | +17.2% |
| 1Y | +44.9% | -6.6% | +51.5% | +46.3% |
| 3Y | +263.0% | -22.7% | +285.7% | +300.6% |
| 5Y | +129.5% | -22.2% | +151.7% | +145.9% |
| 10Y | +291.6% | +7.3% | +284.3% | +222.3% |
| All | +1,163.5% | +688.1% | +475.4% | +298.1% |
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