+29.3%
EXC vs WY
-24.3%
+53.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +9.0% | +8.0% | +1.0% | +7.3% |
| 3M | +3.3% | -17.7% | +21.0% | +6.9% |
| 6M | +5.7% | -10.8% | +16.4% | +7.7% |
| YTD | +7.3% | -10.6% | +17.9% | +9.0% |
| 1Y | +2.9% | -5.7% | +8.7% | +3.5% |
| 3Y | +29.3% | -24.8% | +54.1% | +34.9% |
| All | +29.3% | -24.3% | +53.6% | +34.9% |
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