+19.0%
MSCI vs WY
+0.3%
+18.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.2% | +4.7% |
| 7D | +11.5% | +13.3% | -1.9% | +10.1% |
| 30D | +22.1% | +17.6% | +4.4% | +20.4% |
| 3M | +18.4% | -15.0% | +33.4% | +18.3% |
| 6M | +16.6% | -5.9% | +22.6% | +15.8% |
| YTD | +18.8% | -5.7% | +24.6% | +14.6% |
| 1Y | +19.0% | -0.2% | +19.2% | +13.1% |
| All | +19.0% | +0.3% | +18.6% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling