+9.0%
S vs WY
-6.8%
+15.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | 0.0% |
| 7D | -1.2% | -1.7% | +0.5% | -1.5% |
| 30D | -12.6% | -9.9% | -2.7% | -13.7% |
| 3M | +27.6% | -7.5% | +35.1% | +26.0% |
| 6M | +35.5% | -5.1% | +40.6% | +34.5% |
| YTD | +29.6% | -2.1% | +31.7% | +26.6% |
| All | +9.0% | -6.8% | +15.8% | +9.6% |
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