+49.4%
S vs WY
-24.3%
+73.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -10.8% | +8.0% | -18.8% | -12.5% |
| 3M | +5.4% | -17.7% | +23.1% | +10.2% |
| 6M | +41.2% | -10.8% | +52.0% | +43.7% |
| YTD | +56.2% | -10.6% | +66.8% | +56.3% |
| 1Y | +36.3% | -5.7% | +42.0% | +33.0% |
| 3Y | +49.4% | -24.8% | +74.2% | +61.1% |
| All | +49.4% | -24.3% | +73.7% | +61.1% |
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