+75.9%
UBER vs WY
+18.0%
+57.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -2.8% |
| 7D | -2.8% | -2.1% | -0.7% | -1.8% |
| 30D | -2.5% | -10.5% | +8.0% | +2.7% |
| 3M | +4.4% | -4.9% | +9.2% | +6.4% |
| 6M | -2.7% | -4.9% | +2.3% | -1.3% |
| YTD | -10.5% | -1.7% | -8.8% | -11.4% |
| 1Y | -22.5% | -9.4% | -13.1% | -20.5% |
| 3Y | +54.8% | -22.3% | +77.1% | +67.9% |
| 5Y | +82.5% | -20.5% | +103.0% | +95.8% |
| All | +75.9% | +18.0% | +57.9% | +49.7% |
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 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