+21.3%
EXC vs WY
-23.0%
+44.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | +1.2% | -2.1% | +3.3% | +1.7% |
| 30D | -2.7% | -10.5% | +7.8% | -0.5% |
| 3M | -1.0% | -4.9% | +3.9% | -0.1% |
| 6M | -9.3% | -4.9% | -4.3% | -8.6% |
| YTD | +3.6% | -1.7% | +5.3% | +3.5% |
| 1Y | +5.9% | -9.4% | +15.3% | +7.7% |
| 3Y | +21.3% | -22.3% | +43.6% | +29.0% |
| All | +21.3% | -23.0% | +44.3% | +29.0% |
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