-55.0%
Z vs WY
-32.2%
-22.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.6% |
| 7D | -4.9% | -5.4% | +0.5% | -0.6% |
| 30D | +3.0% | +7.9% | -4.9% | -2.2% |
| 3M | -13.4% | -16.6% | +3.2% | -0.3% |
| 6M | -27.3% | -11.2% | -16.1% | -21.2% |
| YTD | -57.8% | -11.3% | -46.5% | -55.2% |
| 1Y | -60.0% | -5.5% | -54.5% | -59.9% |
| 3Y | -21.5% | -25.4% | +3.9% | -5.1% |
| 5Y | -55.0% | -32.4% | -22.6% | -33.3% |
| All | -55.0% | -32.2% | -22.7% | -33.3% |
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 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