+137.8%
AS vs WY
-31.5%
+169.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -0.8% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | +13.2% | +8.0% | +5.2% | +9.3% |
| 3M | -11.9% | -17.7% | +5.8% | -4.1% |
| 6M | -11.6% | -10.8% | -0.8% | -7.7% |
| YTD | -14.7% | -10.6% | -4.1% | -11.9% |
| 1Y | +5.7% | -5.7% | +11.4% | +5.9% |
| All | +137.8% | -31.5% | +169.3% | +192.6% |
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