+66.2%
NDAQ vs WY
-31.4%
+97.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | +18.0% | +10.1% | +7.8% | +14.1% |
| 3M | +11.5% | -15.4% | +26.9% | +17.5% |
| 6M | +21.1% | -8.3% | +29.4% | +23.4% |
| YTD | +12.8% | -9.8% | +22.6% | +14.5% |
| 1Y | +25.7% | -3.9% | +29.6% | +24.2% |
| 3Y | +116.8% | -23.3% | +140.1% | +129.3% |
| All | +66.2% | -31.4% | +97.6% | +78.9% |
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