-0.2%
WY vs SM
+70.4%
-70.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.3% | +20.9% | +4.0% |
| 7D | +13.3% | -21.5% | +34.8% | +10.9% |
| 30D | +17.6% | -11.4% | +29.0% | +16.2% |
| 3M | -15.0% | +0.6% | -15.6% | -14.7% |
| 6M | -5.9% | +0.2% | -6.2% | -5.1% |
| YTD | -5.7% | +69.7% | -75.4% | -7.4% |
| 1Y | -0.2% | +71.6% | -71.8% | -2.6% |
| All | -0.2% | +70.4% | -70.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling