+67.5%
MA vs WY
-21.5%
+89.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -1.8% | -2.1% | +0.3% | -1.0% |
| 30D | +1.4% | -10.5% | +11.9% | +5.4% |
| 3M | +17.7% | -4.9% | +22.6% | +19.2% |
| 6M | +9.7% | -4.9% | +14.6% | +10.6% |
| YTD | +0.5% | -1.7% | +2.2% | -0.4% |
| 1Y | -2.1% | -9.4% | +7.3% | +0.1% |
| 3Y | +40.1% | -22.3% | +62.4% | +49.2% |
| 5Y | +67.5% | -20.5% | +88.0% | +80.5% |
| All | +67.5% | -21.5% | +89.0% | +80.5% |
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