+22.5%
F vs WY
-9.3%
+31.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -4.9% | -1.7% | -3.2% | -4.3% |
| 30D | -2.9% | -9.9% | +7.0% | +0.4% |
| 3M | -9.1% | -7.5% | -1.5% | -6.8% |
| 6M | +12.9% | -5.1% | +18.1% | +14.5% |
| YTD | +6.1% | -2.1% | +8.2% | +5.1% |
| 1Y | +22.5% | -7.3% | +29.9% | +27.9% |
| All | +22.5% | -9.3% | +31.8% | +27.9% |
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 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