+485.4%
P vs WY
+26.2%
+459.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +6.5% | -1.7% | +8.3% | +7.4% |
| 30D | +18.8% | -10.1% | +28.9% | +24.8% |
| 3M | +26.7% | -5.1% | +31.9% | +28.4% |
| 6M | +62.2% | -4.8% | +67.0% | +62.6% |
| YTD | +48.5% | -0.2% | +48.7% | +43.9% |
| 1Y | +26.4% | -6.6% | +33.0% | +26.1% |
| 3Y | +159.4% | -22.7% | +182.1% | +178.0% |
| 5Y | +275.8% | -22.2% | +298.0% | +296.8% |
| 10Y | +732.0% | +7.3% | +724.7% | +597.8% |
| All | +485.4% | +26.2% | +459.1% | +358.9% |
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