+516.3%
WY vs M
+396.5%
+119.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.1% |
| 7D | -1.7% | +4.7% | -6.5% | -3.0% |
| 30D | -10.1% | -9.6% | -0.5% | -7.5% |
| 3M | -5.1% | +0.9% | -6.0% | -5.9% |
| 6M | -4.8% | +22.3% | -27.1% | -11.0% |
| YTD | -0.2% | +6.5% | -6.8% | -3.6% |
| 1Y | -6.6% | +38.8% | -45.4% | -16.9% |
| 3Y | -22.7% | +115.9% | -138.6% | -43.8% |
| 5Y | -22.2% | +28.6% | -50.8% | -39.9% |
| 10Y | +7.3% | -2.5% | +9.8% | -28.5% |
| All | +516.3% | +396.5% | +119.8% | +135.9% |
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