+102.9%
T vs WY
-23.0%
+125.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -3.1% | -1.7% | -1.4% | -2.8% |
| 30D | +4.6% | -9.9% | +14.4% | +6.4% |
| 3M | +12.2% | -7.5% | +19.7% | +13.6% |
| 6M | -6.5% | -5.1% | -1.3% | -5.8% |
| YTD | +4.9% | -2.1% | +7.0% | +5.1% |
| 1Y | -10.5% | -7.3% | -3.1% | -9.6% |
| All | +102.9% | -23.0% | +125.9% | +112.8% |
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