+512.3%
F vs WY
+623.4%
-111.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -0.6% | -0.8% | +0.1% | -0.3% |
| 30D | +2.9% | +10.6% | -7.8% | -2.4% |
| 3M | -9.5% | -16.6% | +7.2% | -1.1% |
| 6M | +4.0% | -8.6% | +12.6% | +7.9% |
| YTD | -1.3% | -8.4% | +7.2% | +1.6% |
| 1Y | -1.9% | -5.1% | +3.2% | -1.0% |
| 3Y | +53.5% | -21.9% | +75.4% | +69.1% |
| 5Y | -15.1% | -31.3% | +16.2% | +1.1% |
| 10Y | +81.0% | +3.6% | +77.4% | +63.6% |
| All | +512.3% | +623.4% | -111.1% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling