+469.1%
P vs WY
+15.0%
+454.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.9% |
| 7D | -23.8% | +3.1% | -26.9% | -25.4% |
| 30D | -36.6% | +13.0% | -49.6% | -41.0% |
| 3M | +10.9% | -16.8% | +27.7% | +18.7% |
| 6M | +30.0% | -11.2% | +41.2% | +32.8% |
| YTD | +44.4% | -9.1% | +53.5% | +43.7% |
| 1Y | +3.9% | -4.8% | +8.7% | +0.5% |
| 3Y | +176.6% | -25.3% | +201.9% | +194.9% |
| 5Y | +249.3% | -33.2% | +282.5% | +293.0% |
| 10Y | +726.9% | +6.6% | +720.3% | +586.6% |
| All | +469.1% | +15.0% | +454.1% | +358.1% |
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