+358.0%
ALL vs WY
+7.2%
+350.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | -4.3% | -3.7% | -0.6% | -3.1% |
| 30D | -3.6% | -11.3% | +7.7% | +0.3% |
| 3M | +13.2% | -8.1% | +21.4% | +16.0% |
| 6M | +22.5% | -7.4% | +29.9% | +24.7% |
| YTD | +22.7% | -4.7% | +27.4% | +23.4% |
| 1Y | +28.3% | -9.2% | +37.5% | +31.0% |
| 3Y | +152.0% | -24.7% | +176.7% | +169.2% |
| 5Y | +115.4% | -21.6% | +137.0% | +122.6% |
| All | +358.0% | +7.2% | +350.8% | +295.4% |
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