+34,147.2%
LOW vs WY
+655.2%
+33,492.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.7% | -4.2% | +0.4% | -1.9% |
| 30D | -8.9% | -10.1% | +1.2% | -4.5% |
| 3M | -10.4% | -8.5% | -1.9% | -7.1% |
| 6M | -19.4% | -3.3% | -16.1% | -18.3% |
| YTD | -17.1% | -4.4% | -12.7% | -15.7% |
| 1Y | -26.3% | -11.5% | -14.8% | -22.6% |
| 3Y | -9.9% | -24.3% | +14.4% | +0.6% |
| 5Y | +6.1% | -21.3% | +27.4% | +15.8% |
| 10Y | +230.8% | +7.0% | +223.9% | +197.3% |
| All | +34,147.2% | +655.2% | +33,492.0% | +11,790.3% |
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