+84.4%
PL vs WY
-9.6%
+94.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.9% |
| 7D | -7.5% | -2.1% | -5.5% | -7.7% |
| 30D | -25.6% | -10.5% | -15.1% | -26.4% |
| 3M | -45.6% | -4.9% | -40.7% | -45.9% |
| 6M | -29.5% | -4.9% | -24.6% | -29.3% |
| YTD | -9.7% | -1.7% | -8.0% | -10.3% |
| 1Y | +84.4% | -9.4% | +93.7% | +106.1% |
| All | +84.4% | -9.6% | +94.0% | +106.1% |
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 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