+19.3%
RF vs WY
-6.9%
+26.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | +6.2% | +8.0% | -1.8% | +3.9% |
| 3M | -7.8% | -17.7% | +9.8% | -2.8% |
| 6M | +5.9% | -10.8% | +16.7% | +8.6% |
| YTD | +9.0% | -10.6% | +19.6% | +11.7% |
| 1Y | +19.3% | -5.7% | +25.0% | +18.8% |
| All | +19.3% | -6.9% | +26.2% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling