-31.5%
WY vs CAPR
+219.7%
-251.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | -0.1% |
| 7D | -5.1% | +25.8% | -30.8% | -5.3% |
| 30D | +9.0% | +50.2% | -41.2% | +8.6% |
| 3M | -16.7% | +185.5% | -202.2% | -17.6% |
| 6M | -10.3% | -64.8% | +54.6% | -10.1% |
| YTD | -10.5% | -61.1% | +50.6% | -10.5% |
| 1Y | -5.9% | +81.0% | -86.8% | -9.0% |
| 3Y | -24.7% | +300.7% | -325.4% | -35.5% |
| 5Y | -31.5% | +223.3% | -254.9% | -42.6% |
| All | -31.5% | +219.7% | -251.2% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling