+5.6%
XYZ vs WY
-9.6%
+15.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.0% |
| 7D | +2.9% | -2.1% | +4.9% | +3.2% |
| 30D | +1.4% | -10.5% | +11.9% | +3.3% |
| 3M | +14.6% | -4.9% | +19.4% | +15.6% |
| 6M | +20.8% | -4.9% | +25.7% | +21.5% |
| YTD | +23.1% | -1.7% | +24.7% | +21.7% |
| 1Y | +5.6% | -9.4% | +15.0% | +10.8% |
| All | +5.6% | -9.6% | +15.3% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling