-31.7%
WY vs RL
+245.5%
-277.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.4% |
| 7D | +0.2% | +1.3% | -1.1% | -0.3% |
| 30D | +8.0% | +7.6% | +0.4% | +5.5% |
| 3M | -17.7% | -1.5% | -16.2% | -17.5% |
| 6M | -10.8% | +12.1% | -22.8% | -14.7% |
| YTD | -10.6% | +13.9% | -24.5% | -15.5% |
| 1Y | -5.7% | +20.7% | -26.4% | -12.7% |
| 3Y | -24.8% | +260.6% | -285.3% | -55.4% |
| 5Y | -31.7% | +248.9% | -280.6% | -61.1% |
| All | -31.7% | +245.5% | -277.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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