-22.3%
WY vs CAPR
+42.0%
-64.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.4% |
| 7D | -2.1% | -9.5% | +7.4% | -2.0% |
| 30D | -10.5% | +121.5% | -132.0% | -10.9% |
| 3M | -4.9% | -65.4% | +60.5% | -4.7% |
| 6M | -4.9% | -67.5% | +62.6% | -4.7% |
| YTD | -1.7% | -68.6% | +66.9% | -1.5% |
| 1Y | -9.4% | +42.7% | -52.1% | -11.0% |
| 3Y | -22.3% | +43.4% | -65.7% | -29.6% |
| All | -22.3% | +42.0% | -64.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling