-53.1%
W vs WY
-31.7%
-21.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -7.4% | -5.1% | -2.3% | -0.8% |
| 30D | +7.8% | +9.0% | -1.2% | -4.8% |
| 3M | +10.9% | -16.7% | +27.6% | +39.7% |
| 6M | +86.4% | -10.3% | +96.7% | +109.5% |
| YTD | +14.0% | -10.5% | +24.5% | +24.1% |
| 1Y | +3.5% | -5.9% | +9.4% | +3.9% |
| 3Y | +164.8% | -24.7% | +189.5% | +281.7% |
| 5Y | -53.1% | -31.5% | -21.6% | -8.2% |
| All | -53.1% | -31.7% | -21.5% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling