-71.5%
S vs WY
-21.5%
-50.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.4% |
| 7D | -5.8% | -2.1% | -3.8% | -4.7% |
| 30D | -9.2% | -10.5% | +1.3% | -3.5% |
| 3M | +23.4% | -4.9% | +28.2% | +25.5% |
| 6M | +36.9% | -4.9% | +41.8% | +37.6% |
| YTD | +29.5% | -1.7% | +31.2% | +25.2% |
| 1Y | +5.4% | -9.4% | +14.8% | +7.7% |
| 3Y | +14.7% | -22.3% | +37.0% | +26.3% |
| 5Y | -71.5% | -20.5% | -51.0% | -65.9% |
| All | -71.5% | -21.5% | -50.0% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling