+33.6%
WY vs CAPR
-99.0%
+132.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | -0.8% |
| 7D | -5.4% | +19.1% | -24.5% | -5.7% |
| 30D | +7.9% | +48.8% | -41.0% | +7.2% |
| 3M | -16.6% | +144.4% | -161.0% | -18.0% |
| 6M | -11.2% | -67.5% | +56.3% | -10.8% |
| YTD | -11.3% | -64.5% | +53.2% | -11.2% |
| 1Y | -5.5% | +74.4% | -80.0% | -10.4% |
| 3Y | -25.4% | +265.7% | -291.1% | -31.7% |
| 5Y | -32.4% | +196.0% | -228.3% | -38.4% |
| 10Y | +3.8% | -62.4% | +66.1% | -9.6% |
| All | +33.6% | -99.0% | +132.6% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling