+366.6%
WY vs SM
+1,434.4%
-1,067.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.8% | +9.4% | -10.2% | -2.3% |
| 30D | +10.1% | -14.4% | +24.5% | +12.1% |
| 3M | -15.4% | +1.6% | -16.9% | -16.4% |
| 6M | -8.3% | +6.3% | -14.7% | -10.9% |
| YTD | -9.8% | +78.8% | -88.6% | -20.4% |
| 1Y | -3.9% | +83.1% | -87.0% | -15.6% |
| 3Y | -23.3% | -5.9% | -17.4% | -27.3% |
| 5Y | -31.2% | +4.8% | -36.0% | -38.6% |
| 10Y | +5.5% | +17.5% | -12.0% | -35.4% |
| All | +366.6% | +1,434.4% | -1,067.8% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling