+31.2%
BIL vs WY
+34.6%
-3.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | -5.4% | +5.5% | +0.1% |
| 30D | +0.3% | +7.9% | -7.5% | +0.3% |
| 3M | +0.9% | -16.6% | +17.5% | +0.9% |
| 6M | +1.8% | -11.2% | +13.0% | +1.8% |
| YTD | +3.1% | -11.3% | +14.5% | +3.1% |
| 1Y | +3.7% | -5.5% | +9.2% | +3.7% |
| 3Y | +13.8% | -25.4% | +39.2% | +13.8% |
| 5Y | +20.2% | -32.4% | +52.6% | +20.2% |
| 10Y | +26.1% | +3.8% | +22.4% | +26.2% |
| All | +31.2% | +34.6% | -3.4% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling