+216.7%
CTVA vs WY
+26.9%
+189.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.5% | -4.2% | -0.3% | -2.9% |
| 30D | +11.3% | -10.1% | +21.4% | +16.1% |
| 3M | +12.3% | -8.5% | +20.8% | +15.5% |
| 6M | +7.2% | -3.3% | +10.5% | +7.3% |
| YTD | +26.0% | -4.4% | +30.4% | +26.1% |
| 1Y | +16.0% | -11.5% | +27.5% | +19.5% |
| 3Y | +73.9% | -24.3% | +98.2% | +88.9% |
| 5Y | +103.8% | -21.3% | +125.1% | +112.0% |
| All | +216.7% | +26.9% | +189.8% | +176.9% |
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