+9.2%
Z vs WY
+9.3%
-0.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.6% | -10.1% | -10.3% |
| 7D | -2.3% | +9.5% | -11.8% | -7.3% |
| 30D | +9.4% | +16.3% | -6.9% | +0.4% |
| 3M | -16.1% | -15.5% | -0.6% | -6.7% |
| 6M | -30.4% | -7.1% | -23.3% | -27.6% |
| YTD | -55.6% | -6.3% | -49.3% | -54.6% |
| 1Y | -58.5% | -0.3% | -58.2% | -59.3% |
| 3Y | -19.6% | -23.5% | +3.9% | -7.2% |
| 5Y | -54.1% | -31.1% | -23.0% | -43.0% |
| 10Y | -12.1% | +9.9% | -22.0% | -23.7% |
| All | +9.2% | +9.3% | -0.1% | -8.8% |
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