+3,036.2%
SPY vs WY
+317.3%
+2,718.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | -2.0% | +10.1% | -12.1% | -5.5% |
| 3M | -2.8% | -15.4% | +12.6% | +2.4% |
| 6M | +2.1% | -8.3% | +10.4% | +4.1% |
| YTD | +11.5% | -9.8% | +21.3% | +13.7% |
| 1Y | +13.5% | -3.9% | +17.3% | +13.0% |
| 3Y | +77.7% | -23.3% | +101.0% | +88.1% |
| 5Y | +72.6% | -31.2% | +103.8% | +88.3% |
| 10Y | +308.2% | +5.5% | +302.6% | +256.3% |
| All | +3,036.2% | +317.3% | +2,718.9% | +1,516.6% |
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