+7.3%
PL vs WY
-4.7%
+12.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.7% | +13.8% | +14.7% |
| 7D | +10.9% | -0.8% | +11.6% | +11.0% |
| 30D | -16.4% | +10.6% | -27.0% | -14.2% |
| 3M | -39.9% | -16.6% | -23.3% | -41.0% |
| 6M | -63.2% | -8.6% | -54.6% | -63.5% |
| YTD | -27.1% | -8.4% | -18.7% | -26.6% |
| All | +7.3% | -4.7% | +12.0% | +8.3% |
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