+260.2%
WY vs DAR
+1,448.0%
-1,187.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.4% |
| 7D | -5.1% | +3.6% | -8.7% | -5.4% |
| 30D | +9.0% | -11.3% | +20.3% | +10.1% |
| 3M | -16.7% | -13.1% | -3.6% | -15.8% |
| 6M | -10.3% | -15.1% | +4.9% | -9.3% |
| YTD | -10.5% | +50.5% | -61.0% | -14.3% |
| 1Y | -5.9% | +57.9% | -63.8% | -10.3% |
| 3Y | -24.7% | +28.9% | -53.7% | -27.7% |
| 5Y | -31.5% | -31.4% | -0.1% | -31.1% |
| 10Y | +4.7% | +301.0% | -296.3% | -8.0% |
| All | +260.2% | +1,448.0% | -1,187.8% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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