-38.3%
BAX vs WY
+7.2%
-45.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | 0.0% |
| 7D | -5.4% | -3.7% | -1.8% | -4.3% |
| 30D | -12.4% | -11.3% | -1.1% | -9.0% |
| 3M | +19.1% | -8.1% | +27.2% | +22.1% |
| 6M | +38.6% | -7.4% | +46.0% | +41.8% |
| YTD | +26.7% | -4.7% | +31.4% | +28.2% |
| 1Y | +1.0% | -9.2% | +10.2% | +3.7% |
| 3Y | -33.9% | -24.7% | -9.2% | -28.5% |
| 5Y | -67.0% | -21.6% | -45.5% | -65.2% |
| All | -38.3% | +7.2% | -45.6% | -40.2% |
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