+15.5%
MSCI vs WY
-6.9%
+22.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.9% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | +16.2% | +8.0% | +8.2% | +15.6% |
| 3M | +17.1% | -17.7% | +34.7% | +17.5% |
| 6M | +13.0% | -10.8% | +23.8% | +12.9% |
| YTD | +15.8% | -10.6% | +26.4% | +12.4% |
| 1Y | +15.5% | -5.7% | +21.2% | +10.4% |
| All | +15.5% | -6.9% | +22.4% | +10.4% |
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