+246.5%
BBY vs WY
+7.6%
+239.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +0.6% | -4.2% | +4.8% | +2.9% |
| 30D | +9.4% | -10.1% | +19.5% | +15.8% |
| 3M | +19.3% | -8.5% | +27.8% | +24.6% |
| 6M | +47.9% | -3.3% | +51.3% | +49.3% |
| YTD | +39.6% | -4.4% | +44.0% | +41.0% |
| 1Y | +22.2% | -11.5% | +33.7% | +28.5% |
| 3Y | +45.0% | -24.3% | +69.3% | +65.2% |
| 5Y | +2.6% | -21.3% | +23.9% | +14.3% |
| All | +246.5% | +7.6% | +239.0% | +199.6% |
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