+75.8%
GM vs WY
-22.2%
+98.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -2.4% | -4.2% | +1.7% | -0.1% |
| 30D | -1.1% | -10.1% | +9.0% | +5.0% |
| 3M | +6.1% | -8.5% | +14.6% | +10.9% |
| 6M | +15.0% | -3.3% | +18.3% | +16.2% |
| YTD | +6.0% | -4.4% | +10.4% | +6.7% |
| 1Y | +47.1% | -11.5% | +58.6% | +55.0% |
| 3Y | +170.5% | -24.3% | +194.8% | +206.3% |
| All | +75.8% | -22.2% | +98.0% | +104.0% |
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