+1,872.1%
T vs WY
+688.1%
+1,184.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.2% |
| 7D | -1.3% | -1.7% | +0.5% | -0.8% |
| 30D | +11.4% | -10.1% | +21.5% | +14.5% |
| 3M | +14.3% | -5.1% | +19.4% | +15.7% |
| 6M | -9.3% | -4.8% | -4.5% | -8.4% |
| YTD | +7.1% | -0.2% | +7.3% | +6.5% |
| 1Y | -9.1% | -6.6% | -2.5% | -8.2% |
| 3Y | +105.3% | -22.7% | +128.1% | +115.0% |
| 5Y | +66.8% | -22.2% | +89.0% | +71.8% |
| 10Y | +66.8% | +7.3% | +59.5% | +47.4% |
| All | +1,872.1% | +688.1% | +1,184.0% | +836.7% |
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