+925.5%
DD vs WY
+676.8%
+248.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -0.6% | -2.1% | +1.5% | +0.5% |
| 30D | -7.4% | -10.5% | +3.1% | -2.1% |
| 3M | -6.4% | -4.9% | -1.6% | -4.7% |
| 6M | -2.5% | -4.9% | +2.4% | -0.9% |
| YTD | +10.2% | -1.7% | +11.9% | +9.6% |
| 1Y | +36.9% | -9.4% | +46.3% | +41.6% |
| 3Y | +47.0% | -22.3% | +69.3% | +62.8% |
| 5Y | +63.1% | -20.5% | +83.7% | +76.5% |
| 10Y | +68.2% | +4.9% | +63.2% | +44.6% |
| All | +925.5% | +676.8% | +248.7% | +219.1% |
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