+14.7%
S vs WY
-23.0%
+37.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.9% |
| 7D | -5.8% | -2.1% | -3.8% | -5.3% |
| 30D | -9.2% | -10.5% | +1.3% | -6.6% |
| 3M | +23.4% | -4.9% | +28.2% | +24.4% |
| 6M | +36.9% | -4.9% | +41.8% | +37.3% |
| YTD | +29.5% | -1.7% | +31.2% | +26.9% |
| 1Y | +5.4% | -9.4% | +14.8% | +7.1% |
| 3Y | +14.7% | -22.3% | +37.0% | +26.8% |
| All | +14.7% | -23.0% | +37.7% | +26.8% |
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 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