+183.5%
MAR vs WY
-31.4%
+214.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +13.8% | +10.1% | +3.7% | +8.3% |
| 3M | +20.3% | -15.4% | +35.7% | +29.7% |
| 6M | +21.3% | -8.3% | +29.6% | +24.8% |
| YTD | +37.2% | -9.8% | +47.0% | +41.6% |
| 1Y | +48.4% | -3.9% | +52.3% | +48.0% |
| 3Y | +120.1% | -23.3% | +143.4% | +139.2% |
| All | +183.5% | -31.4% | +214.9% | +232.9% |
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