+163.6%
W vs WY
+15.2%
+148.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.8% |
| 7D | -4.2% | -1.7% | -2.4% | -2.7% |
| 30D | -7.6% | -10.1% | +2.5% | +1.1% |
| 3M | +37.2% | -5.1% | +42.3% | +43.0% |
| 6M | +26.3% | -4.8% | +31.1% | +31.0% |
| YTD | -1.0% | -0.2% | -0.7% | -2.2% |
| 1Y | +20.1% | -6.6% | +26.7% | +24.8% |
| 3Y | +37.8% | -22.7% | +60.5% | +76.9% |
| 5Y | -63.7% | -22.2% | -41.4% | -49.9% |
| 10Y | +156.3% | +7.3% | +149.0% | +144.8% |
| All | +163.6% | +15.2% | +148.4% | +99.0% |
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