+508.4%
F vs WY
+618.3%
-109.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.8% |
| 7D | +1.6% | +3.1% | -1.5% | -0.1% |
| 30D | +2.6% | +13.0% | -10.3% | -3.7% |
| 3M | -8.8% | -16.8% | +8.0% | -0.3% |
| 6M | +4.6% | -11.2% | +15.8% | +10.1% |
| YTD | -1.9% | -9.1% | +7.2% | +1.3% |
| 1Y | -0.8% | -4.8% | +4.0% | 0.0% |
| 3Y | +43.5% | -25.3% | +68.7% | +61.6% |
| 5Y | -12.1% | -33.2% | +21.1% | +6.2% |
| 10Y | +83.6% | +6.6% | +77.1% | +63.8% |
| All | +508.4% | +618.3% | -109.9% | +112.5% |
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