+196.7%
W vs WY
+4.1%
+192.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -1.0% |
| 7D | +0.2% | -0.8% | +1.0% | +0.9% |
| 30D | +6.8% | +10.1% | -3.3% | -1.8% |
| 3M | +10.7% | -15.4% | +26.1% | +26.6% |
| 6M | +86.3% | -8.3% | +94.7% | +98.8% |
| YTD | +11.5% | -9.8% | +21.3% | +19.1% |
| 1Y | +5.1% | -3.9% | +9.0% | +6.2% |
| 3Y | +171.0% | -23.3% | +194.3% | +249.3% |
| 5Y | -56.6% | -31.2% | -25.4% | -34.2% |
| 10Y | +213.4% | +5.5% | +207.9% | +212.7% |
| All | +196.7% | +4.1% | +192.6% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling