-44.9%
S vs WY
-24.5%
-20.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.9% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | -10.8% | +8.0% | -18.8% | -15.2% |
| 3M | +5.4% | -17.7% | +23.1% | +16.2% |
| 6M | +41.2% | -10.8% | +52.0% | +46.5% |
| YTD | +56.2% | -10.6% | +66.8% | +57.8% |
| 1Y | +36.3% | -5.7% | +42.0% | +32.1% |
| 3Y | +49.4% | -24.8% | +74.2% | +62.2% |
| 5Y | -66.9% | -31.7% | -35.1% | -56.5% |
| All | -44.9% | -24.5% | -20.3% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling