-19.2%
WY vs ADVB
-88.3%
+69.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -1.7% | -3.8% | +2.0% | -1.7% |
| 30D | -10.1% | +17.6% | -27.7% | -10.1% |
| 3M | -5.1% | +119.1% | -124.3% | -6.5% |
| 6M | -4.8% | +103.4% | -108.2% | -6.7% |
| YTD | -0.2% | +59.8% | -60.1% | -1.7% |
| 1Y | -6.6% | +8.5% | -15.2% | -7.2% |
| All | -19.2% | -88.3% | +69.1% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling