+8.5%
NI vs WY
+0.3%
+8.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.5% |
| 7D | +3.9% | +13.3% | -9.4% | +1.7% |
| 30D | +15.3% | +17.6% | -2.3% | +12.2% |
| 3M | +2.4% | -15.0% | +17.4% | +5.0% |
| 6M | -4.5% | -5.9% | +1.4% | -4.1% |
| YTD | +11.4% | -5.7% | +17.1% | +12.2% |
| 1Y | +8.5% | -0.2% | +8.7% | +9.8% |
| All | +8.5% | +0.3% | +8.2% | +9.8% |
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