+134.6%
WY vs BG
+1,181.2%
-1,046.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -9.9% | +10.3% | -20.2% | -13.1% |
| 3M | -7.5% | -1.9% | -5.6% | -7.5% |
| 6M | -5.1% | +5.2% | -10.4% | -8.0% |
| YTD | -2.1% | +41.2% | -43.3% | -14.5% |
| 1Y | -7.3% | +50.5% | -57.9% | -21.4% |
| 3Y | -22.6% | +19.9% | -42.5% | -30.4% |
| 5Y | -19.8% | +86.7% | -106.5% | -40.4% |
| 10Y | +9.6% | +167.5% | -157.9% | -31.9% |
| All | +134.6% | +1,181.2% | -1,046.5% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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