+48.4%
D vs WY
+3.1%
+45.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.4% | -5.1% | +2.6% | -0.8% |
| 30D | +9.0% | +9.0% | 0.0% | +6.0% |
| 3M | +1.0% | -16.7% | +17.7% | +6.7% |
| 6M | +11.0% | -10.3% | +21.2% | +14.3% |
| YTD | +19.8% | -10.5% | +30.3% | +23.0% |
| 1Y | +16.0% | -5.9% | +21.8% | +17.1% |
| 3Y | +74.4% | -24.7% | +99.1% | +86.8% |
| 5Y | +13.5% | -31.5% | +45.1% | +23.1% |
| 10Y | +48.4% | +4.7% | +43.6% | +26.7% |
| All | +48.4% | +3.1% | +45.3% | +26.7% |
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