+211.9%
B vs WY
+5.8%
+206.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +1.0% | -1.7% | +2.7% | +1.3% |
| 30D | +9.5% | -9.9% | +19.3% | +11.6% |
| 3M | +14.3% | -7.5% | +21.8% | +15.8% |
| 6M | -1.9% | -5.1% | +3.3% | -1.1% |
| YTD | +4.1% | -2.1% | +6.2% | +4.1% |
| 1Y | +56.1% | -7.3% | +63.5% | +57.5% |
| 3Y | +202.0% | -22.6% | +224.7% | +212.7% |
| 5Y | +158.8% | -19.8% | +178.6% | +164.3% |
| 10Y | +211.9% | +9.6% | +202.3% | +181.7% |
| All | +211.9% | +5.8% | +206.1% | +181.7% |
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