+35.5%
D vs WY
+7.2%
+28.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.8% |
| 7D | -1.6% | -3.7% | +2.1% | -0.5% |
| 30D | -3.5% | -11.3% | +7.8% | +0.1% |
| 3M | -1.6% | -8.1% | +6.6% | +0.7% |
| 6M | +5.8% | -7.4% | +13.2% | +7.9% |
| YTD | +14.5% | -4.7% | +19.2% | +15.5% |
| 1Y | +14.2% | -9.2% | +23.3% | +16.7% |
| 3Y | +59.0% | -24.7% | +83.7% | +70.6% |
| 5Y | +5.4% | -21.6% | +27.0% | +9.2% |
| All | +35.5% | +7.2% | +28.3% | +13.6% |
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 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