+83.0%
PL vs WY
-26.8%
+109.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.8% |
| 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% | -11.5% |
| 1Y | +180.5% | -6.6% | +187.1% | +181.3% |
| 3Y | +444.1% | -22.7% | +466.9% | +528.7% |
| 5Y | +83.0% | -22.2% | +105.2% | +125.1% |
| All | +83.0% | -26.8% | +109.8% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling