-0.2%
WY vs M
+36.6%
-36.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.6% | -2.0% | +4.3% |
| 7D | +13.3% | +8.3% | +5.1% | +11.7% |
| 30D | +17.6% | +14.2% | +3.5% | +15.0% |
| 3M | -15.0% | -1.1% | -13.9% | -15.4% |
| 6M | -5.9% | +36.6% | -42.5% | -9.6% |
| YTD | -5.7% | +19.8% | -25.5% | -8.4% |
| 1Y | -0.2% | +37.2% | -37.4% | -6.6% |
| All | -0.2% | +36.6% | -36.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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