+291.3%
IR vs WY
+0.7%
+290.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.8% |
| 7D | -2.8% | -1.7% | -1.1% | -1.9% |
| 30D | -15.1% | -10.1% | -5.0% | -10.4% |
| 3M | +6.1% | -5.1% | +11.2% | +8.6% |
| 6M | -16.8% | -4.8% | -12.0% | -15.0% |
| YTD | -3.5% | -0.2% | -3.3% | -3.9% |
| 1Y | -3.5% | -6.6% | +3.1% | -0.7% |
| 3Y | +9.5% | -22.7% | +32.2% | +22.1% |
| 5Y | +45.1% | -22.2% | +67.3% | +59.4% |
| All | +291.3% | +0.7% | +290.6% | +241.8% |
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