-24.6%
WY vs USFR
+14.1%
-38.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -11.3% | +0.3% | -11.6% | -11.8% |
| 3M | -8.1% | +1.0% | -9.1% | -9.3% |
| 6M | -7.4% | +1.9% | -9.4% | -10.0% |
| YTD | -4.7% | +2.7% | -7.4% | -8.3% |
| 1Y | -9.2% | +4.0% | -13.2% | -14.8% |
| All | -24.6% | +14.1% | -38.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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