+15.7%
RF vs WY
-9.6%
+25.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.8% |
| 7D | +2.7% | -2.1% | +4.7% | +3.2% |
| 30D | -3.4% | -10.5% | +7.1% | -0.4% |
| 3M | +6.4% | -4.9% | +11.2% | +7.5% |
| 6M | +13.4% | -4.9% | +18.3% | +14.4% |
| YTD | +14.2% | -1.7% | +15.9% | +14.3% |
| 1Y | +15.7% | -9.4% | +25.1% | +13.6% |
| All | +15.7% | -9.6% | +25.3% | +13.6% |
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