+1,027.9%
C vs WY
+606.3%
+421.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.6% |
| 7D | -0.4% | +0.2% | -0.6% | -0.6% |
| 30D | -5.2% | +8.0% | -13.2% | -9.8% |
| 3M | -9.1% | -17.7% | +8.6% | +0.7% |
| 6M | -1.6% | -10.8% | +9.2% | +2.9% |
| YTD | +6.9% | -10.6% | +17.5% | +10.6% |
| 1Y | +23.0% | -5.7% | +28.7% | +22.9% |
| 3Y | +216.1% | -24.8% | +240.9% | +251.1% |
| 5Y | +112.2% | -31.7% | +144.0% | +144.4% |
| 10Y | +208.8% | +2.9% | +205.8% | +159.0% |
| All | +1,027.9% | +606.3% | +421.7% | +275.6% |
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