-23.9%
WY vs SM
-8.5%
-15.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.3% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | +9.0% | -17.3% | +26.4% | +10.2% |
| 3M | -16.7% | -3.6% | -13.1% | -17.1% |
| 6M | -10.3% | +2.9% | -13.2% | -11.7% |
| YTD | -10.5% | +70.2% | -80.7% | -19.6% |
| 1Y | -5.9% | +66.5% | -72.4% | -15.2% |
| All | -23.9% | -8.5% | -15.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling