-20.4%
WY vs ADVB
-88.8%
+68.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.4% |
| 7D | -2.1% | -14.0% | +11.9% | -2.0% |
| 30D | -10.5% | +41.0% | -51.5% | -10.6% |
| 3M | -4.9% | +127.9% | -132.8% | -6.4% |
| 6M | -4.9% | +101.3% | -106.3% | -6.9% |
| YTD | -1.7% | +53.8% | -55.4% | -3.1% |
| 1Y | -9.4% | +4.4% | -13.8% | -10.0% |
| All | -20.4% | -88.8% | +68.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling