-10.9%
DOW vs WY
+17.4%
-28.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.3% |
| 7D | -6.0% | -1.7% | -4.3% | -5.1% |
| 30D | -2.7% | -9.9% | +7.1% | +3.2% |
| 3M | -10.5% | -7.5% | -3.0% | -7.2% |
| 6M | -12.4% | -5.1% | -7.3% | -11.9% |
| YTD | +30.0% | -2.1% | +32.1% | +28.2% |
| 1Y | +27.8% | -7.3% | +35.1% | +30.6% |
| 3Y | -34.9% | -22.6% | -12.3% | -26.7% |
| 5Y | -35.9% | -19.8% | -16.1% | -31.4% |
| All | -10.9% | +17.4% | -28.4% | -21.4% |
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