-33.3%
BAX vs WY
+3.3%
-36.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +0.4% | -5.4% | +5.8% | +2.1% |
| 30D | +3.4% | +7.9% | -4.4% | +0.7% |
| 3M | -4.5% | -16.6% | +12.2% | +0.9% |
| 6M | +44.0% | -11.2% | +55.2% | +48.9% |
| YTD | +34.9% | -11.3% | +46.2% | +39.2% |
| 1Y | +37.9% | -5.5% | +43.5% | +39.5% |
| 3Y | -17.1% | -25.4% | +8.3% | -9.9% |
| 5Y | -64.3% | -32.4% | -31.9% | -60.7% |
| All | -33.3% | +3.3% | -36.6% | -34.1% |
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