+465.7%
WY vs M
+442.1%
+23.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | -1.6% |
| 7D | -0.8% | +2.5% | -3.3% | -1.6% |
| 30D | +10.6% | +10.1% | +0.6% | +7.4% |
| 3M | -16.6% | -0.9% | -15.7% | -16.8% |
| 6M | -8.6% | +30.2% | -38.8% | -16.2% |
| YTD | -8.4% | +16.3% | -24.7% | -14.0% |
| 1Y | -5.1% | +27.0% | -32.1% | -13.4% |
| 3Y | -21.9% | +154.5% | -176.4% | -45.8% |
| 5Y | -31.3% | -1.1% | -30.2% | -42.0% |
| 10Y | +3.6% | +0.5% | +3.1% | -31.5% |
| All | +465.7% | +442.1% | +23.7% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling