-20.2%
DOW vs WY
-23.6%
+3.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | +5.2% | -0.8% | +6.0% | +5.6% |
| 30D | +13.2% | +10.1% | +3.1% | +7.2% |
| 3M | +10.1% | -15.4% | +25.5% | +19.2% |
| 6M | -13.1% | -8.3% | -4.8% | -11.4% |
| YTD | +46.1% | -9.8% | +55.9% | +48.3% |
| 1Y | +50.0% | -3.9% | +53.9% | +45.5% |
| 3Y | -20.2% | -23.3% | +3.1% | -13.1% |
| All | -20.2% | -23.6% | +3.4% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling