-23.9%
WY vs CAPR
+299.3%
-323.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | 0.0% |
| 7D | -5.1% | +25.8% | -30.8% | -5.2% |
| 30D | +9.0% | +50.2% | -41.2% | +8.8% |
| 3M | -16.7% | +185.5% | -202.2% | -17.2% |
| 6M | -10.3% | -64.8% | +54.6% | -10.2% |
| YTD | -10.5% | -61.1% | +50.6% | -10.5% |
| 1Y | -5.9% | +81.0% | -86.8% | -7.6% |
| All | -23.9% | +299.3% | -323.2% | -32.7% |
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