-22.3%
WY vs SM
-2.8%
-19.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.1% | -1.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -10.5% | +31.5% | -42.0% | -12.8% |
| 3M | -4.9% | +17.3% | -22.2% | -6.5% |
| 6M | -4.9% | +48.5% | -53.4% | -10.3% |
| YTD | -1.7% | +106.3% | -107.9% | -12.3% |
| 1Y | -9.4% | +47.3% | -56.7% | -14.8% |
| 3Y | -22.3% | -1.4% | -20.9% | -29.0% |
| All | -22.3% | -2.8% | -19.5% | -29.0% |
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