-40.9%
SE vs WY
-5.4%
-35.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -6.1% | -2.6% | -3.5% | -6.1% |
| 30D | -2.5% | -10.9% | +8.5% | -2.9% |
| 3M | +21.7% | -6.0% | +27.7% | +21.2% |
| 6M | +27.0% | -5.6% | +32.6% | +25.2% |
| YTD | -12.1% | -1.1% | -11.0% | -12.7% |
| 1Y | -40.9% | -7.5% | -33.4% | -39.0% |
| All | -40.9% | -5.4% | -35.5% | -39.0% |
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