-20.9%
WY vs MKTX
-60.5%
+39.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -4.2% | -0.2% | -3.9% | -4.1% |
| 30D | -10.1% | +0.7% | -10.8% | -10.2% |
| 3M | -8.5% | +40.8% | -49.3% | -14.2% |
| 6M | -3.3% | -8.0% | +4.7% | -1.4% |
| YTD | -4.4% | -8.7% | +4.3% | -2.5% |
| 1Y | -11.5% | -11.8% | +0.4% | -9.1% |
| 3Y | -24.3% | -24.0% | -0.3% | -22.0% |
| All | -20.9% | -60.5% | +39.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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