-20.5%
WY vs M
+24.8%
-45.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.9% |
| 7D | -2.1% | +2.4% | -4.4% | -2.5% |
| 30D | -10.5% | -11.6% | +1.1% | -8.4% |
| 3M | -4.9% | +1.6% | -6.5% | -5.4% |
| 6M | -4.9% | +25.2% | -30.1% | -9.4% |
| YTD | -1.7% | +3.8% | -5.4% | -3.3% |
| 1Y | -9.4% | +36.3% | -45.7% | -15.9% |
| 3Y | -22.3% | +116.3% | -138.6% | -37.7% |
| 5Y | -20.5% | +28.2% | -48.7% | -32.4% |
| All | -20.5% | +24.8% | -45.4% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling