-7.5%
WY vs SM
+37.6%
-45.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -10.9% | +26.3% | -37.2% | -9.7% |
| 3M | -6.0% | +8.7% | -14.7% | -5.2% |
| 6M | -5.6% | +51.7% | -57.3% | -5.7% |
| YTD | -1.1% | +99.0% | -100.2% | -4.2% |
| 1Y | -7.5% | +34.6% | -42.1% | -7.4% |
| All | -7.5% | +37.6% | -45.0% | -7.4% |
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