+198.4%
WY vs RL
+1,366.2%
-1,167.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -10.1% | -7.8% | -2.3% | -7.8% |
| 3M | -5.1% | -4.0% | -1.1% | -4.3% |
| 6M | -4.8% | -1.9% | -2.9% | -5.3% |
| YTD | -0.2% | -0.2% | -0.1% | -1.7% |
| 1Y | -6.6% | +10.7% | -17.3% | -11.5% |
| 3Y | -22.7% | +210.8% | -233.5% | -50.5% |
| 5Y | -22.2% | +238.2% | -260.4% | -52.9% |
| 10Y | +7.3% | +313.4% | -306.1% | -43.2% |
| All | +198.4% | +1,366.2% | -1,167.7% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling