-17.2%
WY vs BOXX
+18.5%
-35.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | -4.2% | +0.1% | -4.2% | -4.3% |
| 30D | -10.1% | +0.3% | -10.4% | -11.0% |
| 3M | -8.5% | +1.0% | -9.5% | -11.3% |
| 6M | -3.3% | +1.9% | -5.3% | -8.2% |
| YTD | -4.4% | +2.7% | -7.1% | -10.8% |
| 1Y | -11.5% | +4.0% | -15.5% | -20.1% |
| 3Y | -24.3% | +14.7% | -39.0% | -30.2% |
| All | -17.2% | +18.5% | -35.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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