-62.8%
W vs WY
-22.3%
-40.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | +0.9% |
| 7D | +0.5% | -3.7% | +4.2% | +5.6% |
| 30D | -5.6% | -11.3% | +5.7% | +10.5% |
| 3M | +41.9% | -8.1% | +50.1% | +56.7% |
| 6M | +30.2% | -7.4% | +37.7% | +41.1% |
| YTD | -2.9% | -4.7% | +1.8% | -1.3% |
| 1Y | +11.6% | -9.2% | +20.8% | +19.8% |
| 3Y | +37.0% | -24.7% | +61.7% | +103.3% |
| 5Y | -62.8% | -21.6% | -41.3% | -36.1% |
| All | -62.8% | -22.3% | -40.5% | -36.1% |
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