+25.6%
WY vs USFR
+27.6%
-2.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -10.5% | +0.3% | -10.8% | -10.6% |
| 3M | -4.9% | +1.0% | -5.8% | -5.3% |
| 6M | -4.9% | +1.9% | -6.8% | -5.8% |
| YTD | -1.7% | +2.7% | -4.3% | -2.9% |
| 1Y | -9.4% | +4.0% | -13.4% | -11.2% |
| 3Y | -22.3% | +14.0% | -36.3% | -27.2% |
| 5Y | -20.5% | +20.4% | -40.9% | -27.6% |
| 10Y | +4.9% | +28.1% | -23.1% | -6.9% |
| All | +25.6% | +27.6% | -2.0% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling