-23.9%
WY vs ALM
+901.8%
-925.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -5.1% | -7.2% | +2.1% | -5.0% |
| 30D | +9.0% | -26.4% | +35.4% | +9.3% |
| 3M | -16.7% | -38.6% | +21.9% | -16.3% |
| 6M | -10.3% | -61.0% | +50.7% | -9.5% |
| YTD | -10.5% | -7.4% | -3.1% | -9.9% |
| 1Y | -5.9% | +14.0% | -19.8% | -5.3% |
| All | -23.9% | +901.8% | -925.7% | -25.9% |
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 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