+282.1%
WY vs DVA
+5,166.5%
-4,884.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.7% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | -9.9% | -0.4% | -9.5% | -9.8% |
| 3M | -7.5% | -7.7% | +0.1% | -6.7% |
| 6M | -5.1% | +20.0% | -25.1% | -9.0% |
| YTD | -2.1% | +61.1% | -63.2% | -11.1% |
| 1Y | -7.3% | +33.9% | -41.2% | -13.2% |
| 3Y | -22.6% | +91.5% | -114.2% | -33.0% |
| 5Y | -19.8% | +41.8% | -61.6% | -28.4% |
| 10Y | +9.6% | +187.5% | -178.0% | -13.4% |
| All | +282.1% | +5,166.5% | -4,884.3% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling