+5,589.7%
IT vs WY
+333.8%
+5,255.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.4% | -6.0% | -6.9% |
| 7D | -9.1% | -2.1% | -7.1% | -8.4% |
| 30D | -7.0% | -10.5% | +3.5% | -3.0% |
| 3M | +7.6% | -4.9% | +12.5% | +9.7% |
| 6M | +2.1% | -4.9% | +7.0% | +3.5% |
| YTD | -31.6% | -1.7% | -29.9% | -32.0% |
| 1Y | -29.9% | -9.4% | -20.5% | -28.3% |
| 3Y | -51.3% | -22.3% | -29.0% | -48.0% |
| 5Y | -44.8% | -20.5% | -24.3% | -42.1% |
| 10Y | +91.4% | +4.9% | +86.4% | +66.7% |
| All | +5,589.7% | +333.8% | +5,255.9% | +2,330.8% |
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