+6,277.0%
SO vs WY
+600.5%
+5,676.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | +0.8% | -16.6% | +17.4% | +4.2% |
| 6M | +0.6% | -11.2% | +11.8% | +2.6% |
| YTD | +8.7% | -11.3% | +20.0% | +10.6% |
| 1Y | +4.0% | -5.5% | +9.5% | +4.4% |
| 3Y | +50.6% | -25.4% | +76.0% | +56.8% |
| 5Y | +77.5% | -32.4% | +109.9% | +86.7% |
| 10Y | +192.0% | +3.8% | +188.2% | +171.3% |
| All | +6,277.0% | +600.5% | +5,676.6% | +3,919.2% |
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