+6.7%
NI vs WY
-5.4%
+12.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +2.0% | -2.6% | +4.6% | +2.5% |
| 30D | -3.5% | -10.9% | +7.4% | -1.5% |
| 3M | -9.1% | -6.0% | -3.1% | -8.3% |
| 6M | -11.8% | -5.6% | -6.2% | -11.4% |
| YTD | +1.1% | -1.1% | +2.2% | +1.2% |
| 1Y | +6.7% | -7.5% | +14.2% | +10.6% |
| All | +6.7% | -5.4% | +12.1% | +10.6% |
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