-66.3%
SE vs WY
-20.4%
-45.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.8% |
| 7D | -3.6% | -1.7% | -1.9% | -2.7% |
| 30D | -5.3% | -9.9% | +4.5% | +0.5% |
| 3M | +28.1% | -7.5% | +35.6% | +32.7% |
| 6M | +20.7% | -5.1% | +25.8% | +22.5% |
| YTD | -14.8% | -2.1% | -12.7% | -16.2% |
| 1Y | -43.6% | -7.3% | -36.2% | -42.8% |
| 3Y | +184.2% | -22.6% | +206.9% | +207.4% |
| 5Y | -66.3% | -19.8% | -46.5% | -57.9% |
| All | -66.3% | -20.4% | -45.9% | -57.9% |
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