-31.5%
WY vs ALM
+456.2%
-487.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -5.1% | -7.2% | +2.1% | -4.9% |
| 30D | +9.0% | -26.4% | +35.4% | +9.8% |
| 3M | -16.7% | -38.6% | +21.9% | -15.8% |
| 6M | -10.3% | -61.0% | +50.7% | -8.4% |
| YTD | -10.5% | -7.4% | -3.1% | -10.9% |
| 1Y | -5.9% | +14.0% | -19.8% | -7.0% |
| 3Y | -24.7% | +844.4% | -869.2% | -34.5% |
| 5Y | -31.5% | +410.8% | -442.3% | -39.1% |
| All | -31.5% | +456.2% | -487.8% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling