+29.7%
Q vs WY
-1.9%
+31.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +2.6% |
| 7D | +6.7% | -2.1% | +8.8% | +7.1% |
| 30D | -10.6% | -10.5% | -0.1% | -8.7% |
| 3M | -14.6% | -4.9% | -9.7% | -13.8% |
| 6M | +12.1% | -4.9% | +17.0% | +11.8% |
| YTD | +51.3% | -1.7% | +52.9% | +51.1% |
| All | +29.7% | -1.9% | +31.6% | +21.2% |
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 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