+19.6%
SW vs WY
-22.5%
+42.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.8% |
| 7D | -5.1% | -1.7% | -3.4% | -4.1% |
| 30D | -4.6% | -10.1% | +5.5% | +1.5% |
| 3M | +9.4% | -5.1% | +14.5% | +12.7% |
| 6M | +3.5% | -4.8% | +8.3% | +6.3% |
| YTD | +22.0% | -0.2% | +22.3% | +21.8% |
| 1Y | +2.2% | -6.6% | +8.8% | +5.6% |
| All | +19.6% | -22.5% | +42.1% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling