+46.5%
F vs WY
-21.5%
+68.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.3% |
| 7D | +1.2% | -2.1% | +3.2% | +2.6% |
| 30D | +1.2% | -10.5% | +11.7% | +9.1% |
| 3M | -5.7% | -4.9% | -0.8% | -3.2% |
| 6M | +17.9% | -4.9% | +22.9% | +20.7% |
| YTD | +10.4% | -1.7% | +12.1% | +9.0% |
| 1Y | +25.3% | -9.4% | +34.7% | +31.2% |
| 3Y | +37.5% | -22.3% | +59.8% | +58.1% |
| 5Y | +46.5% | -20.5% | +67.0% | +69.3% |
| All | +46.5% | -21.5% | +68.0% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling