+114.2%
WY vs SNY
+241.9%
-127.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -4.2% | -3.3% | -0.8% | -2.6% |
| 30D | -10.1% | -2.2% | -7.9% | -9.2% |
| 3M | -8.5% | -3.0% | -5.5% | -7.3% |
| 6M | -3.3% | +2.7% | -6.1% | -4.9% |
| YTD | -4.4% | -6.8% | +2.4% | -1.8% |
| 1Y | -11.5% | -5.3% | -6.2% | -10.1% |
| 3Y | -24.3% | -9.8% | -14.5% | -24.4% |
| 5Y | -21.3% | +9.7% | -31.0% | -31.0% |
| 10Y | +7.0% | +64.5% | -57.5% | -25.3% |
| All | +114.2% | +241.9% | -127.8% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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