-48.5%
TE vs WY
-2.0%
-46.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.4% | +11.4% | +10.4% |
| 7D | +18.2% | -2.1% | +20.3% | +18.9% |
| 30D | -13.5% | -10.5% | -3.0% | -10.7% |
| 3M | -44.6% | -4.9% | -39.7% | -44.4% |
| 6M | -24.7% | -4.9% | -19.8% | -24.5% |
| YTD | -24.3% | -1.7% | -22.6% | -25.0% |
| 1Y | +155.6% | -9.4% | +164.9% | +158.6% |
| 3Y | -18.3% | -22.3% | +4.0% | -12.4% |
| 5Y | -41.3% | -20.5% | -20.8% | -36.3% |
| All | -48.5% | -2.0% | -46.5% | -43.9% |
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