+32.9%
PL vs WY
-32.2%
+65.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.5% |
| 7D | +22.3% | -5.4% | +27.7% | +26.0% |
| 30D | -8.3% | +7.9% | -16.2% | -13.9% |
| 3M | -43.3% | -16.6% | -26.7% | -37.4% |
| 6M | -65.8% | -11.2% | -54.6% | -64.6% |
| YTD | -29.5% | -11.3% | -18.2% | -28.5% |
| 1Y | +11.7% | -5.5% | +17.3% | +7.2% |
| 3Y | +540.6% | -25.4% | +566.0% | +647.8% |
| 5Y | +32.9% | -32.4% | +65.3% | +69.1% |
| All | +32.9% | -32.2% | +65.1% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling