-26.4%
WY vs ADVB
-97.5%
+71.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -3.0% |
| 7D | +3.1% | -13.9% | +17.0% | +3.0% |
| 30D | +13.0% | -68.1% | +81.1% | +13.0% |
| 3M | -16.8% | -73.4% | +56.6% | -16.8% |
| 6M | -11.2% | -70.8% | +59.6% | -11.7% |
| YTD | -9.1% | -66.1% | +57.0% | -10.3% |
| 1Y | -4.8% | -77.5% | +72.7% | -5.0% |
| All | -26.4% | -97.5% | +71.2% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling