+743.1%
SW vs WY
+89.8%
+653.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.6% | +3.1% |
| 7D | +12.1% | +13.3% | -1.3% | +9.7% |
| 30D | +6.6% | +17.6% | -11.1% | +3.7% |
| 3M | -6.0% | -15.0% | +9.0% | -3.5% |
| 6M | +21.5% | -5.9% | +27.4% | +22.7% |
| YTD | +20.3% | -5.7% | +26.1% | +21.6% |
| 1Y | +28.1% | -0.2% | +28.4% | +28.4% |
| 3Y | +51.6% | -23.1% | +74.7% | +57.5% |
| 5Y | -0.1% | -30.4% | +30.2% | +4.3% |
| 10Y | +189.7% | +10.5% | +179.2% | +177.7% |
| All | +743.1% | +89.8% | +653.2% | +704.0% |
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