+43.3%
IR vs WY
-21.5%
+64.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | +0.6% | -2.1% | +2.7% | +1.8% |
| 30D | -13.6% | -10.5% | -3.1% | -8.1% |
| 3M | +3.7% | -4.9% | +8.5% | +6.2% |
| 6M | -13.1% | -4.9% | -8.1% | -10.9% |
| YTD | -5.1% | -1.7% | -3.5% | -4.8% |
| 1Y | -6.5% | -9.4% | +2.9% | -2.0% |
| 3Y | +8.5% | -22.3% | +30.8% | +21.1% |
| 5Y | +43.3% | -20.5% | +63.8% | +63.2% |
| All | +43.3% | -21.5% | +64.8% | +63.2% |
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 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