-3.5%
F vs WY
-6.9%
+3.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +0.9% | +8.0% | -7.1% | -1.6% |
| 3M | -11.3% | -17.7% | +6.3% | -6.3% |
| 6M | +2.0% | -10.8% | +12.8% | +5.1% |
| YTD | -3.2% | -10.6% | +7.4% | -1.7% |
| 1Y | -3.5% | -5.7% | +2.3% | -4.7% |
| All | -3.5% | -6.9% | +3.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling