+646.1%
WY vs DTE
+3,490.3%
-2,844.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -9.9% | -0.5% | -9.3% | -9.7% |
| 3M | -7.5% | -6.0% | -1.5% | -4.1% |
| 6M | -5.1% | -7.2% | +2.1% | -0.9% |
| YTD | -2.1% | +7.2% | -9.3% | -6.4% |
| 1Y | -7.3% | +4.1% | -11.4% | -10.1% |
| 3Y | -22.6% | +46.9% | -69.5% | -39.7% |
| 5Y | -19.8% | +32.9% | -52.7% | -34.4% |
| 10Y | +9.6% | +144.5% | -134.9% | -36.3% |
| All | +646.1% | +3,490.3% | -2,844.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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