+11.1%
SMR vs WY
-31.6%
+42.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.4% | +16.7% | +15.9% |
| 7D | +21.4% | -2.1% | +23.4% | +22.3% |
| 30D | +13.8% | -10.5% | +24.3% | +19.4% |
| 3M | +3.9% | -4.9% | +8.8% | +5.0% |
| 6M | -4.2% | -4.9% | +0.7% | -3.1% |
| YTD | -21.1% | -1.7% | -19.4% | -21.4% |
| 1Y | -67.1% | -9.4% | -57.7% | -66.1% |
| 3Y | +88.9% | -22.3% | +111.2% | +107.7% |
| All | +11.1% | -31.6% | +42.7% | +24.1% |
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