+154.5%
WY vs BB
+314.8%
-160.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | +10.1% | +8.1% | +2.0% | +8.7% |
| 3M | -15.4% | -1.0% | -14.4% | -16.0% |
| 6M | -8.3% | +45.9% | -54.2% | -13.9% |
| YTD | -9.8% | +134.8% | -144.6% | -20.1% |
| 1Y | -3.9% | +104.6% | -108.5% | -13.7% |
| 3Y | -23.3% | +152.8% | -176.2% | -35.0% |
| 5Y | -31.2% | -17.4% | -13.8% | -35.7% |
| 10Y | +5.5% | +22.4% | -16.9% | -14.7% |
| All | +154.5% | +314.8% | -160.2% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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