-0.2%
WY vs DVA
+62.2%
-62.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.1% | +4.9% |
| 7D | +13.3% | +4.7% | +8.6% | +12.6% |
| 30D | +17.6% | +7.8% | +9.8% | +16.4% |
| 3M | -15.0% | -15.5% | +0.5% | -14.1% |
| 6M | -5.9% | +25.0% | -31.0% | -9.6% |
| YTD | -5.7% | +69.6% | -75.3% | -13.8% |
| 1Y | -0.2% | +60.6% | -60.8% | -5.9% |
| All | -0.2% | +62.2% | -62.4% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling