+50.3%
WY vs CAPR
-99.1%
+149.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -1.7% | -2.0% | +0.3% | -1.7% |
| 30D | -10.1% | +139.2% | -149.3% | -11.4% |
| 3M | -5.1% | -66.4% | +61.2% | -4.6% |
| 6M | -4.8% | -63.1% | +58.4% | -4.5% |
| YTD | -0.2% | -67.4% | +67.2% | +0.2% |
| 1Y | -6.6% | +58.2% | -64.9% | -11.3% |
| 3Y | -22.7% | +42.2% | -64.9% | -28.1% |
| 5Y | -22.2% | +87.3% | -109.5% | -28.6% |
| 10Y | +7.3% | -75.3% | +82.6% | -6.2% |
| All | +50.3% | -99.1% | +149.4% | +29.0% |
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