-58.7%
Z vs WY
-4.5%
-54.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.3% |
| 7D | -3.0% | -1.7% | -1.3% | -2.6% |
| 30D | -4.2% | -10.1% | +5.9% | -1.9% |
| 3M | -3.7% | -5.1% | +1.4% | -2.6% |
| 6M | -24.5% | -4.8% | -19.7% | -24.2% |
| YTD | -49.3% | -0.2% | -49.1% | -50.6% |
| 1Y | -58.7% | -6.6% | -52.1% | -57.2% |
| All | -58.7% | -4.5% | -54.1% | -57.2% |
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 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