-21.9%
WY vs M
+142.9%
-164.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | -0.7% |
| 7D | -0.8% | +2.5% | -3.3% | -1.3% |
| 30D | +10.6% | +10.1% | +0.6% | +8.7% |
| 3M | -16.6% | -0.9% | -15.7% | -16.7% |
| 6M | -8.6% | +30.2% | -38.8% | -13.0% |
| YTD | -8.4% | +16.3% | -24.7% | -11.6% |
| 1Y | -5.1% | +27.0% | -32.1% | -9.9% |
| 3Y | -21.9% | +154.5% | -176.4% | -39.3% |
| All | -21.9% | +142.9% | -164.8% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling