+526.5%
P vs WY
+13.2%
+513.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -4.7% | -5.1% | +0.3% | -2.4% |
| 30D | -31.4% | +9.0% | -40.5% | -35.0% |
| 3M | -2.6% | -16.7% | +14.1% | +4.3% |
| 6M | +21.9% | -10.3% | +32.2% | +23.9% |
| YTD | +58.9% | -10.5% | +69.4% | +59.3% |
| 1Y | +21.7% | -5.9% | +27.6% | +18.4% |
| 3Y | +193.3% | -24.7% | +218.0% | +211.0% |
| 5Y | +275.1% | -31.5% | +306.6% | +315.8% |
| 10Y | +655.3% | +4.7% | +650.6% | +533.1% |
| All | +526.5% | +13.2% | +513.3% | +408.0% |
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