-7.5%
WY vs FIVE
+66.7%
-74.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.5% |
| 7D | -2.6% | +4.3% | -6.9% | -2.9% |
| 30D | -10.9% | +12.5% | -23.4% | -11.7% |
| 3M | -6.0% | +31.2% | -37.2% | -8.0% |
| 6M | -5.6% | +14.4% | -20.0% | -6.6% |
| YTD | -1.1% | +33.9% | -35.0% | -4.3% |
| 1Y | -7.5% | +65.1% | -72.5% | -13.4% |
| All | -7.5% | +66.7% | -74.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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