+28.4%
XLY vs WY
-22.2%
+50.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -1.7% | -4.2% | +2.5% | +0.3% |
| 30D | -4.2% | -10.1% | +5.9% | +0.7% |
| 3M | -2.7% | -8.5% | +5.8% | +1.0% |
| 6M | -0.6% | -3.3% | +2.7% | 0.0% |
| YTD | -5.0% | -4.4% | -0.6% | -4.5% |
| 1Y | -4.1% | -11.5% | +7.4% | +0.1% |
| 3Y | +33.6% | -24.3% | +57.9% | +48.0% |
| All | +28.4% | -22.2% | +50.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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