-20.5%
WY vs RL
+241.4%
-262.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -2.1% | +1.9% | -3.9% | -2.6% |
| 30D | -10.5% | -12.2% | +1.7% | -6.9% |
| 3M | -4.9% | -6.6% | +1.8% | -3.2% |
| 6M | -4.9% | +3.2% | -8.1% | -6.8% |
| YTD | -1.7% | -1.3% | -0.4% | -2.6% |
| 1Y | -9.4% | +13.6% | -23.0% | -14.6% |
| 3Y | -22.3% | +210.9% | -233.2% | -51.6% |
| 5Y | -20.5% | +246.9% | -267.4% | -54.4% |
| All | -20.5% | +241.4% | -262.0% | -54.4% |
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