-5.5%
WY vs FIVE
+63.0%
-68.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -5.4% | +2.4% | -7.9% | -5.6% |
| 30D | +7.9% | +15.8% | -8.0% | +6.6% |
| 3M | -16.6% | +3.8% | -20.4% | -17.0% |
| 6M | -11.2% | +18.5% | -29.7% | -12.7% |
| YTD | -11.3% | +31.2% | -42.5% | -12.7% |
| 1Y | -5.5% | +61.8% | -67.4% | -11.6% |
| All | -5.5% | +63.0% | -68.6% | -11.6% |
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