-12.8%
DT vs WY
-23.6%
+10.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | -29.5% | +10.1% | -39.6% | -30.2% |
| 3M | -11.7% | -15.4% | +3.7% | -9.8% |
| 6M | +29.0% | -8.3% | +37.3% | +29.9% |
| YTD | +3.4% | -9.8% | +13.2% | +3.4% |
| 1Y | -4.2% | -3.9% | -0.3% | -5.8% |
| 3Y | -12.8% | -23.3% | +10.5% | -10.7% |
| All | -12.8% | -23.6% | +10.8% | -10.7% |
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