+117.6%
DT vs WY
+19.0%
+98.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.0% |
| 7D | -3.3% | -1.7% | -1.6% | -2.6% |
| 30D | +2.0% | -10.1% | +12.1% | +6.7% |
| 3M | +20.0% | -5.1% | +25.1% | +21.8% |
| 6M | +39.3% | -4.8% | +44.1% | +40.2% |
| YTD | +19.8% | -0.2% | +20.0% | +17.0% |
| 1Y | +4.3% | -6.6% | +10.9% | +4.8% |
| 3Y | +7.7% | -22.7% | +30.4% | +15.1% |
| 5Y | -26.8% | -22.2% | -4.6% | -22.1% |
| All | +117.6% | +19.0% | +98.6% | +62.3% |
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