+10,532.9%
TER vs WY
+607.0%
+9,925.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +5.9% | -5.1% | +11.0% | +8.7% |
| 30D | -30.8% | +9.0% | -39.8% | -34.7% |
| 3M | -29.9% | -16.7% | -13.2% | -24.7% |
| 6M | -27.5% | -10.3% | -17.2% | -25.8% |
| YTD | +37.5% | -10.5% | +48.0% | +40.8% |
| 1Y | +50.3% | -5.9% | +56.1% | +49.5% |
| 3Y | +204.9% | -24.7% | +229.6% | +235.1% |
| 5Y | +89.2% | -31.5% | +120.7% | +120.0% |
| 10Y | +1,077.0% | +4.7% | +1,072.2% | +913.2% |
| All | +10,532.9% | +607.0% | +9,925.9% | +3,340.3% |
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