-3.9%
WY vs SM
+84.2%
-88.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.8% | +9.4% | -10.2% | +0.2% |
| 30D | +10.1% | -14.4% | +24.5% | +8.6% |
| 3M | -15.4% | +1.6% | -16.9% | -14.8% |
| 6M | -8.3% | +6.3% | -14.7% | -6.8% |
| YTD | -9.8% | +78.8% | -88.6% | -10.0% |
| 1Y | -3.9% | +83.1% | -87.0% | -4.3% |
| All | -3.9% | +84.2% | -88.1% | -4.3% |
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