+66.9%
DD vs WY
+7.6%
+59.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.5% | -4.2% | +0.7% | -1.4% |
| 30D | -11.7% | -10.1% | -1.6% | -6.7% |
| 3M | -9.2% | -8.5% | -0.7% | -5.7% |
| 6M | -7.2% | -3.3% | -3.8% | -6.5% |
| YTD | +6.6% | -4.4% | +11.0% | +7.5% |
| 1Y | +32.0% | -11.5% | +43.5% | +38.2% |
| 3Y | +42.1% | -24.3% | +66.5% | +59.8% |
| 5Y | +58.1% | -21.3% | +79.4% | +72.2% |
| All | +66.9% | +7.6% | +59.3% | +47.9% |
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