-39.0%
U vs WY
+2.7%
-41.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.7% |
| 7D | -3.8% | -1.7% | -2.1% | -2.5% |
| 30D | +17.5% | -10.1% | +27.5% | +27.6% |
| 3M | +38.7% | -5.1% | +43.9% | +41.8% |
| 6M | +104.4% | -4.8% | +109.2% | +106.4% |
| YTD | -5.7% | -0.2% | -5.4% | -10.5% |
| 1Y | +3.7% | -6.6% | +10.3% | +3.8% |
| 3Y | +12.3% | -22.7% | +35.1% | +33.6% |
| 5Y | -68.8% | -22.2% | -46.6% | -59.6% |
| All | -39.0% | +2.7% | -41.7% | -34.6% |
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