+294.7%
C vs WY
+5.8%
+288.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +2.6% | -1.7% | +4.3% | +3.5% |
| 30D | +1.9% | -9.9% | +11.8% | +7.8% |
| 3M | +2.8% | -7.5% | +10.3% | +6.3% |
| 6M | +30.6% | -5.1% | +35.7% | +32.4% |
| YTD | +19.9% | -2.1% | +22.0% | +18.5% |
| 1Y | +44.6% | -7.3% | +51.9% | +46.8% |
| 3Y | +272.1% | -22.6% | +294.8% | +310.6% |
| 5Y | +132.0% | -19.8% | +151.8% | +143.0% |
| 10Y | +294.7% | +9.6% | +285.1% | +206.1% |
| All | +294.7% | +5.8% | +288.9% | +206.1% |
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