+5,122.5%
NI vs WY
+676.8%
+4,445.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.6% |
| 7D | +2.3% | -2.1% | +4.4% | +2.8% |
| 30D | -1.7% | -10.5% | +8.8% | +0.9% |
| 3M | -8.0% | -4.9% | -3.1% | -7.2% |
| 6M | -8.6% | -4.9% | -3.7% | -7.9% |
| YTD | +2.3% | -1.7% | +4.0% | +2.2% |
| 1Y | +6.9% | -9.4% | +16.3% | +8.7% |
| 3Y | +70.6% | -22.3% | +92.9% | +78.2% |
| 5Y | +96.4% | -20.5% | +116.9% | +101.8% |
| 10Y | +136.1% | +4.9% | +131.2% | +115.8% |
| All | +5,122.5% | +676.8% | +4,445.7% | +3,100.4% |
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