-11.4%
MSCI vs WY
-21.5%
+10.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.2% |
| 7D | -2.1% | -2.1% | 0.0% | -1.2% |
| 30D | -1.7% | -10.5% | +8.7% | +3.0% |
| 3M | -8.2% | -4.9% | -3.4% | -6.8% |
| 6M | -2.4% | -4.9% | +2.5% | -1.4% |
| YTD | -2.8% | -1.7% | -1.2% | -4.2% |
| 1Y | -2.7% | -9.4% | +6.7% | -0.3% |
| 3Y | +7.3% | -22.3% | +29.6% | +16.1% |
| 5Y | -11.4% | -20.5% | +9.1% | +0.1% |
| All | -11.4% | -21.5% | +10.1% | +0.1% |
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 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