+195.5%
W vs WY
+2.4%
+193.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -1.8% |
| 7D | -1.7% | -5.4% | +3.7% | +3.0% |
| 30D | +3.2% | +7.9% | -4.6% | -3.4% |
| 3M | +8.3% | -16.6% | +24.9% | +25.4% |
| 6M | +84.3% | -11.2% | +95.5% | +102.0% |
| YTD | +11.0% | -11.3% | +22.4% | +20.3% |
| 1Y | -0.2% | -5.5% | +5.3% | +2.4% |
| 3Y | +157.9% | -25.4% | +183.3% | +240.3% |
| 5Y | -56.8% | -32.4% | -24.4% | -33.5% |
| 10Y | +212.2% | +3.8% | +208.4% | +215.9% |
| All | +195.5% | +2.4% | +193.2% | +144.9% |
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