+672.3%
AU vs WY
+7.6%
+664.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.3% | -4.2% | -0.1% | -3.4% |
| 30D | +7.3% | -10.1% | +17.4% | +9.8% |
| 3M | +26.3% | -8.5% | +34.8% | +28.4% |
| 6M | +1.8% | -3.3% | +5.1% | +2.5% |
| YTD | +26.8% | -4.4% | +31.2% | +27.8% |
| 1Y | +66.7% | -11.5% | +78.2% | +70.3% |
| 3Y | +579.1% | -24.3% | +603.4% | +610.7% |
| 5Y | +689.3% | -21.3% | +710.6% | +715.2% |
| All | +672.3% | +7.6% | +664.7% | +569.4% |
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