-26.7%
DT vs WY
-22.3%
-4.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.6% |
| 7D | -2.5% | -3.7% | +1.1% | -1.2% |
| 30D | +3.5% | -11.3% | +14.8% | +8.3% |
| 3M | +26.7% | -8.1% | +34.9% | +30.1% |
| 6M | +36.1% | -7.4% | +43.6% | +38.3% |
| YTD | +18.6% | -4.7% | +23.3% | +17.8% |
| 1Y | +7.9% | -9.2% | +17.1% | +9.4% |
| 3Y | +8.6% | -24.7% | +33.3% | +17.0% |
| 5Y | -26.7% | -21.6% | -5.1% | -20.6% |
| All | -26.7% | -22.3% | -4.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling