-68.9%
XYZ vs WY
-21.8%
-47.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.4% |
| 7D | -1.0% | -1.7% | +0.8% | +0.5% |
| 30D | -1.7% | -10.1% | +8.4% | +7.6% |
| 3M | +16.7% | -5.1% | +21.9% | +20.4% |
| 6M | +26.9% | -4.8% | +31.6% | +29.4% |
| YTD | +27.1% | -0.2% | +27.4% | +21.6% |
| 1Y | +9.3% | -6.6% | +15.9% | +10.7% |
| 3Y | +42.3% | -22.7% | +65.0% | +67.9% |
| All | -68.9% | -21.8% | -47.0% | -59.0% |
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