+247.4%
A vs WY
+7.6%
+239.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.5% |
| 7D | -2.6% | -4.2% | +1.6% | -0.9% |
| 30D | -0.9% | -10.1% | +9.2% | +3.4% |
| 3M | +13.6% | -8.5% | +22.1% | +17.3% |
| 6M | +27.8% | -3.3% | +31.2% | +29.0% |
| YTD | +8.6% | -4.4% | +13.0% | +9.6% |
| 1Y | +16.9% | -11.5% | +28.4% | +21.4% |
| 3Y | +32.9% | -24.3% | +57.2% | +46.0% |
| 5Y | -14.1% | -21.3% | +7.2% | -7.5% |
| All | +247.4% | +7.6% | +239.8% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling