+11.6%
W vs WY
-9.3%
+20.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.1% |
| 7D | +0.5% | -3.7% | +4.2% | +2.7% |
| 30D | -5.6% | -11.3% | +5.7% | +1.1% |
| 3M | +41.9% | -8.1% | +50.1% | +50.1% |
| 6M | +30.2% | -7.4% | +37.7% | +36.0% |
| YTD | -2.9% | -4.7% | +1.8% | -0.1% |
| 1Y | +11.6% | -9.2% | +20.8% | +16.6% |
| All | +11.6% | -9.3% | +20.8% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling