-7.3%
WY vs M
+30.1%
-37.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | +0.2% |
| 7D | -1.7% | -4.1% | +2.4% | -1.1% |
| 30D | -9.9% | -13.6% | +3.8% | -7.9% |
| 3M | -7.5% | -2.3% | -5.2% | -7.0% |
| 6M | -5.1% | +21.9% | -27.1% | -7.4% |
| YTD | -2.1% | -0.6% | -1.5% | -2.2% |
| 1Y | -7.3% | +29.7% | -37.1% | -14.7% |
| All | -7.3% | +30.1% | -37.4% | -14.7% |
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