+277.2%
TER vs WY
-23.0%
+300.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.8% |
| 7D | +11.0% | -2.1% | +13.0% | +11.9% |
| 30D | -1.9% | -10.5% | +8.6% | +2.7% |
| 3M | -0.7% | -4.9% | +4.2% | +0.4% |
| 6M | +36.4% | -4.9% | +41.3% | +38.2% |
| YTD | +92.4% | -1.7% | +94.1% | +91.2% |
| 1Y | +213.5% | -9.4% | +222.9% | +224.9% |
| 3Y | +277.2% | -22.3% | +299.5% | +300.0% |
| All | +277.2% | -23.0% | +300.2% | +300.0% |
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 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