-22.3%
WY vs FIVE
+59.0%
-81.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | -2.1% | +3.7% | -5.7% | -2.5% |
| 30D | -10.5% | +4.0% | -14.5% | -11.0% |
| 3M | -4.9% | +36.2% | -41.1% | -8.5% |
| 6M | -4.9% | +18.0% | -22.9% | -7.3% |
| YTD | -1.7% | +34.9% | -36.6% | -5.9% |
| 1Y | -9.4% | +67.9% | -77.3% | -16.0% |
| 3Y | -22.3% | +57.3% | -79.6% | -32.3% |
| All | -22.3% | +59.0% | -81.3% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling