+455.3%
PL vs WY
-25.3%
+480.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.0% | +13.4% | +11.7% |
| 7D | -6.8% | +3.1% | -9.9% | -8.8% |
| 30D | -29.3% | +13.0% | -42.3% | -34.3% |
| 3M | -44.8% | -16.8% | -28.0% | -39.4% |
| 6M | -68.4% | -11.2% | -57.2% | -67.2% |
| YTD | -36.4% | -9.1% | -27.3% | -36.6% |
| 1Y | +0.7% | -4.8% | +5.5% | -4.1% |
| 3Y | +455.3% | -25.3% | +480.6% | +543.7% |
| All | +455.3% | -25.3% | +480.6% | +543.7% |
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