+301.5%
WY vs DAR
+1,762.6%
-1,461.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -10.1% | +12.8% | -22.9% | -11.2% |
| 3M | -5.1% | +7.4% | -12.5% | -6.0% |
| 6M | -4.8% | +22.3% | -27.0% | -6.8% |
| YTD | -0.2% | +81.1% | -81.3% | -5.9% |
| 1Y | -6.6% | +106.5% | -113.1% | -13.1% |
| 3Y | -22.7% | +5.3% | -28.0% | -24.5% |
| 5Y | -22.2% | -11.5% | -10.7% | -23.4% |
| 10Y | +7.3% | +353.3% | -346.1% | -6.8% |
| All | +301.5% | +1,762.6% | -1,461.1% | +247.1% |
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