+6,371.5%
SO vs WY
+607.0%
+5,764.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -5.1% | +5.8% | +1.8% |
| 30D | +7.8% | +9.0% | -1.2% | +5.9% |
| 3M | +2.9% | -16.7% | +19.6% | +6.4% |
| 6M | +2.5% | -10.3% | +12.7% | +4.3% |
| YTD | +10.3% | -10.5% | +20.8% | +12.0% |
| 1Y | +6.4% | -5.9% | +12.2% | +6.9% |
| 3Y | +52.8% | -24.7% | +77.5% | +58.9% |
| 5Y | +78.7% | -31.5% | +110.2% | +87.5% |
| 10Y | +196.3% | +4.7% | +191.6% | +174.8% |
| All | +6,371.5% | +607.0% | +5,764.6% | +3,971.4% |
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 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