+40.6%
ALB vs WY
+3.3%
+37.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.6% |
| 7D | -3.6% | -5.4% | +1.8% | -0.3% |
| 30D | -2.9% | +7.9% | -10.7% | -7.9% |
| 3M | -25.8% | -16.6% | -9.2% | -17.8% |
| 6M | -53.6% | -11.2% | -42.4% | -51.0% |
| YTD | -32.4% | -11.3% | -21.0% | -29.5% |
| 1Y | -13.0% | -5.5% | -7.5% | -13.1% |
| 3Y | -15.0% | -25.4% | +10.4% | -0.4% |
| 5Y | -63.5% | -32.4% | -31.2% | -54.2% |
| All | +40.6% | +3.3% | +37.3% | +36.0% |
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