+142.2%
CI vs WY
+3.3%
+138.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -1.7% | -5.4% | +3.7% | +0.2% |
| 30D | +4.9% | +7.9% | -3.0% | +2.0% |
| 3M | +7.4% | -16.6% | +24.0% | +14.2% |
| 6M | +0.4% | -11.2% | +11.6% | +3.8% |
| YTD | +9.5% | -11.3% | +20.8% | +12.6% |
| 1Y | +12.0% | -5.5% | +17.5% | +12.4% |
| 3Y | +7.1% | -25.4% | +32.5% | +14.5% |
| 5Y | +49.3% | -32.4% | +81.7% | +61.9% |
| All | +142.2% | +3.3% | +138.9% | +104.2% |
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