-51.3%
IT vs WY
-25.0%
-26.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.3% |
| 7D | -12.7% | -3.7% | -9.0% | -11.8% |
| 30D | -8.9% | -11.3% | +2.4% | -5.8% |
| 3M | +10.1% | -8.1% | +18.3% | +13.0% |
| 6M | +7.3% | -7.4% | +14.7% | +9.4% |
| YTD | -32.4% | -4.7% | -27.7% | -32.2% |
| 1Y | -26.6% | -9.2% | -17.4% | -25.4% |
| All | -51.3% | -25.0% | -26.3% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling