+628.6%
WY vs CGNX
+12,871.6%
-12,243.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.4% |
| 7D | -4.2% | +3.2% | -7.3% | -4.7% |
| 30D | -10.1% | +6.0% | -16.1% | -11.2% |
| 3M | -8.5% | +3.5% | -12.0% | -9.7% |
| 6M | -3.3% | +26.3% | -29.6% | -8.4% |
| YTD | -4.4% | +79.2% | -83.6% | -16.4% |
| 1Y | -11.5% | +43.8% | -55.3% | -19.9% |
| 3Y | -24.3% | +52.0% | -76.3% | -33.8% |
| 5Y | -21.3% | -24.0% | +2.7% | -23.2% |
| 10Y | +7.0% | +189.1% | -182.1% | -17.1% |
| All | +628.6% | +12,871.6% | -12,243.0% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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