-7.5%
WY vs BR
-29.1%
+21.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.3% |
| 7D | -2.6% | -5.3% | +2.7% | -2.0% |
| 30D | -10.9% | +6.4% | -17.4% | -11.5% |
| 3M | -6.0% | +13.6% | -19.6% | -7.4% |
| 6M | -5.6% | -6.7% | +1.1% | -5.7% |
| YTD | -1.1% | -21.1% | +20.0% | +5.5% |
| 1Y | -7.5% | -29.6% | +22.1% | +4.7% |
| All | -7.5% | -29.1% | +21.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling