+184.3%
SE vs WY
-23.0%
+207.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | -3.6% | -1.7% | -1.9% | -3.4% |
| 30D | -5.3% | -9.9% | +4.5% | -3.9% |
| 3M | +28.1% | -7.5% | +35.6% | +29.3% |
| 6M | +20.7% | -5.1% | +25.8% | +21.1% |
| YTD | -14.8% | -2.1% | -12.7% | -15.2% |
| 1Y | -43.6% | -7.3% | -36.2% | -43.1% |
| All | +184.3% | -23.0% | +207.3% | +239.8% |
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