+2,327.9%
NDAQ vs WY
+119.8%
+2,208.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -2.4% | -1.7% | -0.7% | -1.7% |
| 30D | +2.5% | -10.1% | +12.5% | +7.5% |
| 3M | +9.9% | -5.1% | +15.1% | +11.9% |
| 6M | +9.4% | -4.8% | +14.2% | +10.6% |
| YTD | +0.4% | -0.2% | +0.7% | -1.5% |
| 1Y | +4.0% | -6.6% | +10.7% | +4.9% |
| 3Y | +94.4% | -22.7% | +117.1% | +109.7% |
| 5Y | +56.7% | -22.2% | +78.9% | +64.6% |
| 10Y | +375.3% | +7.3% | +368.0% | +270.4% |
| All | +2,327.9% | +119.8% | +2,208.1% | +1,107.2% |
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