+40.5%
W vs WY
-23.0%
+63.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +2.2% |
| 7D | +6.5% | -2.1% | +8.5% | +9.0% |
| 30D | -6.2% | -10.5% | +4.3% | +6.5% |
| 3M | +48.9% | -4.9% | +53.7% | +56.7% |
| 6M | +31.2% | -4.9% | +36.1% | +37.1% |
| YTD | -0.4% | -1.7% | +1.2% | -2.4% |
| 1Y | +14.8% | -9.4% | +24.2% | +24.8% |
| 3Y | +40.5% | -22.3% | +62.8% | +89.2% |
| All | +40.5% | -23.0% | +63.5% | +89.2% |
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