-20.9%
WY vs USFR
+20.6%
-41.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.0% |
| 30D | -10.1% | +0.4% | -10.4% | -9.6% |
| 3M | -8.5% | +1.0% | -9.5% | -6.9% |
| 6M | -3.3% | +2.0% | -5.3% | -0.1% |
| YTD | -4.4% | +2.8% | -7.2% | +0.1% |
| 1Y | -11.5% | +4.1% | -15.6% | -5.3% |
| 3Y | -24.3% | +14.1% | -38.5% | +5.2% |
| All | -20.9% | +20.6% | -41.5% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling