+41.1%
AR vs WY
+7.2%
+33.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.7% |
| 7D | -1.3% | -3.7% | +2.4% | +0.9% |
| 30D | +3.5% | -11.3% | +14.8% | +11.1% |
| 3M | +9.9% | -8.1% | +18.0% | +14.4% |
| 6M | +4.5% | -7.4% | +12.0% | +6.5% |
| YTD | +13.7% | -4.7% | +18.4% | +12.3% |
| 1Y | +19.2% | -9.2% | +28.4% | +20.9% |
| 3Y | +46.2% | -24.7% | +70.9% | +61.6% |
| 5Y | +145.9% | -21.6% | +167.5% | +161.6% |
| All | +41.1% | +7.2% | +33.9% | +12.5% |
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