-5.7%
WY vs FIVE
+63.0%
-68.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +0.2% | +7.3% | -7.1% | -0.5% |
| 30D | +8.0% | +18.1% | -10.0% | +6.5% |
| 3M | -17.7% | +7.7% | -25.4% | -18.3% |
| 6M | -10.8% | +13.6% | -24.4% | -11.9% |
| YTD | -10.6% | +34.6% | -45.2% | -12.0% |
| 1Y | -5.7% | +66.2% | -72.0% | -10.9% |
| All | -5.7% | +63.0% | -68.7% | -10.9% |
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