+72.6%
XYZ vs WY
-25.3%
+97.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +3.1% |
| 7D | +12.1% | +3.1% | +9.1% | +10.8% |
| 30D | +12.4% | +13.0% | -0.6% | +6.6% |
| 3M | +8.2% | -16.8% | +25.0% | +17.2% |
| 6M | +20.7% | -11.2% | +31.9% | +26.1% |
| YTD | +31.3% | -9.1% | +40.4% | +33.9% |
| 1Y | +20.5% | -4.8% | +25.3% | +19.3% |
| 3Y | +72.6% | -25.3% | +97.9% | +99.2% |
| All | +72.6% | -25.3% | +97.9% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling