+20.2%
RF vs WY
-4.7%
+24.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -0.1% | -0.8% | +0.6% | 0.0% |
| 30D | +7.0% | +10.6% | -3.6% | +4.1% |
| 3M | -7.0% | -16.6% | +9.6% | -2.2% |
| 6M | +6.8% | -8.6% | +15.4% | +8.8% |
| YTD | +9.9% | -8.4% | +18.3% | +11.9% |
| All | +20.2% | -4.7% | +24.9% | +19.0% |
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