-68.3%
U vs WY
-20.4%
-47.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +4.4% | -1.7% | +6.1% | +5.9% |
| 30D | -1.3% | -9.9% | +8.6% | +8.4% |
| 3M | +49.6% | -7.5% | +57.1% | +57.0% |
| 6M | +100.2% | -5.1% | +105.3% | +102.2% |
| YTD | -3.7% | -2.1% | -1.6% | -8.4% |
| 1Y | -6.5% | -7.3% | +0.8% | -6.5% |
| 3Y | +12.9% | -22.6% | +35.5% | +35.6% |
| 5Y | -68.3% | -19.8% | -48.5% | -56.1% |
| All | -68.3% | -20.4% | -47.9% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling