+199.8%
TER vs WY
-5.4%
+205.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | +0.6% | -2.6% | +3.2% | +1.1% |
| 30D | -8.3% | -10.9% | +2.6% | -6.0% |
| 3M | -12.2% | -6.0% | -6.2% | -11.0% |
| 6M | +17.0% | -5.6% | +22.7% | +17.7% |
| YTD | +84.6% | -1.1% | +85.7% | +86.0% |
| 1Y | +199.8% | -7.5% | +207.3% | +222.7% |
| All | +199.8% | -5.4% | +205.2% | +222.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling