-9.2%
WY vs ALM
+279.2%
-288.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.9% | -2.5% |
| 7D | -3.7% | -7.1% | +3.4% | -3.6% |
| 30D | -11.3% | +24.7% | -36.0% | -11.6% |
| 3M | -8.1% | +8.3% | -16.4% | -8.3% |
| 6M | -7.4% | -22.2% | +14.7% | -7.2% |
| YTD | -4.7% | +88.1% | -92.8% | -3.9% |
| 1Y | -9.2% | +272.4% | -281.6% | -11.9% |
| All | -9.2% | +279.2% | -288.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling