+4.0%
SO vs WY
-6.3%
+10.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | -0.9% | -5.4% | +4.5% | +0.1% |
| 30D | +4.9% | +7.9% | -2.9% | +3.4% |
| 3M | +0.8% | -16.6% | +17.4% | +3.6% |
| 6M | +0.6% | -11.2% | +11.8% | +2.4% |
| YTD | +8.7% | -11.3% | +20.0% | +10.1% |
| 1Y | +4.0% | -5.5% | +9.5% | +5.4% |
| All | +4.0% | -6.3% | +10.2% | +5.4% |
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