+363.0%
WY vs SM
+1,360.8%
-997.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.8% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | +9.0% | -17.3% | +26.4% | +11.7% |
| 3M | -16.7% | -3.6% | -13.1% | -17.0% |
| 6M | -10.3% | +2.9% | -13.2% | -12.3% |
| YTD | -10.5% | +70.2% | -80.7% | -20.4% |
| 1Y | -5.9% | +66.5% | -72.4% | -16.1% |
| 3Y | -24.7% | -8.2% | -16.5% | -28.3% |
| 5Y | -31.5% | -1.5% | -30.0% | -38.2% |
| 10Y | +4.7% | +11.9% | -7.2% | -35.4% |
| All | +363.0% | +1,360.8% | -997.7% | +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