+15.3%
D vs WY
-9.3%
+24.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.4% | -1.7% | +1.2% | 0.0% |
| 30D | -2.1% | -9.9% | +7.8% | +0.5% |
| 3M | -0.7% | -7.5% | +6.8% | +1.1% |
| 6M | +5.6% | -5.1% | +10.7% | +6.6% |
| YTD | +14.6% | -2.1% | +16.7% | +15.1% |
| 1Y | +15.3% | -7.3% | +22.7% | +18.0% |
| All | +15.3% | -9.3% | +24.6% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling