+43.5%
F vs WY
-25.3%
+68.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.7% |
| 7D | +1.6% | +3.1% | -1.5% | 0.0% |
| 30D | +2.6% | +13.0% | -10.3% | -3.4% |
| 3M | -8.8% | -16.8% | +8.0% | -0.5% |
| 6M | +4.6% | -11.2% | +15.8% | +10.0% |
| YTD | -1.9% | -9.1% | +7.2% | +0.8% |
| 1Y | -0.8% | -4.8% | +4.0% | -0.9% |
| 3Y | +43.5% | -25.3% | +68.7% | +62.8% |
| All | +43.5% | -25.3% | +68.8% | +62.8% |
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