+449.1%
PL vs WY
-22.5%
+471.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -9.3% | -1.7% | -7.6% | -8.4% |
| 30D | -18.9% | -10.1% | -8.8% | -13.7% |
| 3M | -58.4% | -5.1% | -53.2% | -57.9% |
| 6M | -30.3% | -4.8% | -25.5% | -29.9% |
| YTD | -8.1% | -0.2% | -7.9% | -12.3% |
| 1Y | +180.5% | -6.6% | +187.1% | +182.2% |
| All | +449.1% | -22.5% | +471.6% | +494.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling