+533.2%
XYZ vs WY
+9.1%
+524.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.3% |
| 7D | -1.0% | -1.7% | +0.8% | +0.2% |
| 30D | -1.7% | -10.1% | +8.4% | +5.5% |
| 3M | +16.7% | -5.1% | +21.9% | +19.7% |
| 6M | +26.9% | -4.8% | +31.6% | +29.1% |
| YTD | +27.1% | -0.2% | +27.4% | +23.8% |
| 1Y | +9.3% | -6.6% | +15.9% | +10.9% |
| 3Y | +42.3% | -22.7% | +65.0% | +62.3% |
| 5Y | -69.3% | -22.2% | -47.1% | -63.3% |
| 10Y | +586.8% | +7.3% | +579.5% | +519.3% |
| All | +533.2% | +9.1% | +524.1% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling