+7,692.7%
EW vs WY
+145.7%
+7,547.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | +23.9% | +10.1% | +13.8% | +20.4% |
| 3M | +15.8% | -15.4% | +31.1% | +21.0% |
| 6M | +31.7% | -8.3% | +40.0% | +33.9% |
| YTD | +25.7% | -9.8% | +35.5% | +28.0% |
| 1Y | +24.4% | -3.9% | +28.3% | +24.3% |
| 3Y | +65.9% | -23.3% | +89.2% | +73.5% |
| 5Y | -7.6% | -31.2% | +23.6% | -0.6% |
| 10Y | +253.2% | +5.5% | +247.7% | +217.0% |
| All | +7,692.7% | +145.7% | +7,547.0% | +5,047.7% |
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 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