+63.8%
EW vs WY
-24.2%
+88.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +6.5% | -5.1% | +11.5% | +7.3% |
| 30D | +22.5% | +9.0% | +13.5% | +20.9% |
| 3M | +13.0% | -16.7% | +29.7% | +15.7% |
| 6M | +37.1% | -10.3% | +47.4% | +38.6% |
| YTD | +24.1% | -10.5% | +34.6% | +25.4% |
| 1Y | +24.2% | -5.9% | +30.1% | +24.5% |
| All | +63.8% | -24.2% | +88.0% | +67.0% |
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