+32.8%
WY vs ALM
+7,705.7%
-7,673.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | -1.7% | -2.6% | +0.9% | -1.7% |
| 30D | -10.1% | +32.0% | -42.1% | -10.2% |
| 3M | -5.1% | -15.0% | +9.9% | -5.1% |
| 6M | -4.8% | -10.1% | +5.3% | -4.8% |
| YTD | -0.2% | +99.4% | -99.7% | -0.5% |
| 1Y | -6.6% | +316.4% | -323.0% | -7.1% |
| 3Y | -22.7% | +2,022.0% | -2,044.7% | -23.6% |
| 5Y | -22.2% | +941.2% | -963.4% | -23.0% |
| 10Y | +7.3% | +2,950.3% | -2,943.1% | +5.8% |
| All | +32.8% | +7,705.7% | -7,673.0% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling