-3.5%
IR vs WY
-5.4%
+1.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.8% | -2.6% | -0.2% | -1.4% |
| 30D | -15.1% | -10.9% | -4.2% | -9.5% |
| 3M | +6.1% | -6.0% | +12.1% | +9.5% |
| 6M | -16.8% | -5.6% | -11.2% | -14.3% |
| YTD | -3.5% | -1.1% | -2.4% | -3.1% |
| 1Y | -3.5% | -7.5% | +4.0% | -0.2% |
| All | -3.5% | -5.4% | +1.9% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling