-22.3%
WY vs ALM
+2,327.9%
-2,350.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.3% | -1.5% |
| 7D | -2.1% | +8.4% | -10.5% | -2.1% |
| 30D | -10.5% | +34.8% | -45.3% | -10.8% |
| 3M | -4.9% | +16.2% | -21.1% | -5.1% |
| 6M | -4.9% | +2.1% | -7.1% | -5.0% |
| YTD | -1.7% | +117.0% | -118.7% | -2.3% |
| 1Y | -9.4% | +313.9% | -323.2% | -10.5% |
| 3Y | -22.3% | +2,327.9% | -2,350.2% | -27.7% |
| All | -22.3% | +2,327.9% | -2,350.2% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling