-11.2%
WY vs CAI
-9.9%
-1.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -4.2% | -2.9% | -1.3% | -4.0% |
| 30D | -10.1% | +9.3% | -19.4% | -10.7% |
| 3M | -8.5% | +35.2% | -43.7% | -10.4% |
| 6M | -3.3% | +30.7% | -34.1% | -5.7% |
| YTD | -4.4% | -9.8% | +5.4% | -4.2% |
| 1Y | -11.5% | -28.9% | +17.4% | -8.6% |
| All | -11.2% | -9.9% | -1.4% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling