-11.5%
WY vs SM
+48.5%
-60.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -4.2% | +4.6% | -8.7% | -3.9% |
| 30D | -10.1% | +18.2% | -28.3% | -9.2% |
| 3M | -8.5% | +22.5% | -31.0% | -7.2% |
| 6M | -3.3% | +50.6% | -53.9% | -3.0% |
| YTD | -4.4% | +108.1% | -112.5% | -7.8% |
| 1Y | -11.5% | +46.0% | -57.5% | -10.3% |
| All | -11.5% | +48.5% | -60.0% | -10.3% |
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