+416.2%
WY vs SM
+1,608.3%
-1,192.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -10.1% | +26.3% | -36.4% | -13.6% |
| 3M | -5.1% | +8.7% | -13.8% | -7.1% |
| 6M | -4.8% | +51.7% | -56.5% | -12.6% |
| YTD | -0.2% | +99.0% | -99.3% | -12.7% |
| 1Y | -6.6% | +34.6% | -41.2% | -13.4% |
| 3Y | -22.7% | -7.8% | -15.0% | -26.0% |
| 5Y | -22.2% | +104.8% | -127.0% | -37.5% |
| 10Y | +7.3% | +7.2% | 0.0% | -32.8% |
| All | +416.2% | +1,608.3% | -1,192.1% | +87.3% |
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 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