+177.1%
W vs WY
-24.2%
+201.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -7.4% | -5.1% | -2.3% | -2.0% |
| 30D | +7.8% | +9.0% | -1.2% | -2.6% |
| 3M | +10.9% | -16.7% | +27.6% | +35.3% |
| 6M | +86.4% | -10.3% | +96.7% | +107.4% |
| YTD | +14.0% | -10.5% | +24.5% | +23.3% |
| 1Y | +3.5% | -5.9% | +9.4% | +4.3% |
| All | +177.1% | -24.2% | +201.3% | +281.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling