+76.2%
BND vs WY
+57.5%
+18.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | -0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.2% |
| 30D | -0.4% | -10.5% | +10.1% | -0.3% |
| 3M | -0.2% | -4.9% | +4.6% | -0.2% |
| 6M | -1.2% | -4.9% | +3.7% | -1.1% |
| YTD | -0.3% | -1.7% | +1.4% | -0.3% |
| 1Y | +0.4% | -9.4% | +9.8% | +0.4% |
| 3Y | +13.4% | -22.3% | +35.7% | +13.5% |
| 5Y | -1.5% | -20.5% | +19.0% | -1.4% |
| 10Y | +15.5% | +4.9% | +10.5% | +15.8% |
| All | +76.2% | +57.5% | +18.7% | +79.0% |
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