+1,278.0%
AAPL vs WY
+7.6%
+1,270.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +3.8% | -4.2% | +8.0% | +5.5% |
| 30D | +9.9% | -10.1% | +20.0% | +14.4% |
| 3M | +12.5% | -8.5% | +21.0% | +15.5% |
| 6M | +27.6% | -3.3% | +31.0% | +27.7% |
| YTD | +22.6% | -4.4% | +27.0% | +22.6% |
| 1Y | +45.0% | -11.5% | +56.5% | +49.2% |
| 3Y | +87.8% | -24.3% | +112.1% | +102.0% |
| 5Y | +128.7% | -21.3% | +150.0% | +141.0% |
| All | +1,278.0% | +7.6% | +1,270.4% | +1,144.7% |
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