+3,168.2%
MAR vs WY
+155.4%
+3,012.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | +13.8% | +10.1% | +3.7% | +8.0% |
| 3M | +20.3% | -15.4% | +35.7% | +29.9% |
| 6M | +21.3% | -8.3% | +29.6% | +25.0% |
| YTD | +37.2% | -9.8% | +47.0% | +41.8% |
| 1Y | +48.4% | -3.9% | +52.3% | +48.5% |
| 3Y | +120.1% | -23.3% | +143.4% | +141.5% |
| 5Y | +182.1% | -31.2% | +213.3% | +223.8% |
| 10Y | +530.2% | +5.5% | +524.7% | +437.5% |
| All | +3,168.2% | +155.4% | +3,012.7% | +1,524.0% |
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 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