+5,976.4%
SO vs WY
+688.1%
+5,288.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -0.2% | -1.7% | +1.6% | +0.2% |
| 30D | -4.6% | -10.1% | +5.5% | -2.6% |
| 3M | -3.0% | -5.1% | +2.1% | -2.2% |
| 6M | -8.3% | -4.8% | -3.5% | -7.6% |
| YTD | +3.5% | -0.2% | +3.8% | +3.1% |
| 1Y | -0.9% | -6.6% | +5.7% | -0.2% |
| 3Y | +45.4% | -22.7% | +68.1% | +50.6% |
| 5Y | +59.6% | -22.2% | +81.8% | +63.4% |
| 10Y | +156.6% | +7.3% | +149.3% | +136.3% |
| All | +5,976.4% | +688.1% | +5,288.3% | +3,649.2% |
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