+589.4%
SE vs WY
-7.7%
+597.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -6.1% | -1.7% | -4.4% | -5.3% |
| 30D | -2.5% | -10.1% | +7.6% | +2.8% |
| 3M | +21.7% | -5.1% | +26.9% | +23.9% |
| 6M | +27.0% | -4.8% | +31.8% | +28.7% |
| YTD | -12.1% | -0.2% | -11.9% | -13.8% |
| 1Y | -40.9% | -6.6% | -34.3% | -40.4% |
| 3Y | +191.0% | -22.7% | +213.7% | +213.1% |
| 5Y | -68.3% | -22.2% | -46.1% | -64.7% |
| All | +589.4% | -7.7% | +597.0% | +626.9% |
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