-2.7%
BND vs WY
-22.2%
+19.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.0% | -4.2% | +3.2% | -0.7% |
| 30D | -1.1% | -10.1% | +9.0% | -0.4% |
| 3M | -1.9% | -8.5% | +6.6% | -1.3% |
| 6M | -1.6% | -3.3% | +1.7% | -1.5% |
| YTD | -1.2% | -4.4% | +3.2% | -1.1% |
| 1Y | -0.7% | -11.5% | +10.7% | -0.1% |
| 3Y | +12.5% | -24.3% | +36.8% | +14.1% |
| All | -2.7% | -22.2% | +19.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling