+1,129.1%
DIA vs WY
+240.0%
+889.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -0.2% | -1.7% | +1.5% | +0.4% |
| 30D | -1.5% | -10.1% | +8.6% | +2.2% |
| 3M | +3.8% | -5.1% | +8.9% | +5.3% |
| 6M | +10.3% | -4.8% | +15.0% | +11.5% |
| YTD | +12.1% | -0.2% | +12.3% | +11.1% |
| 1Y | +18.6% | -6.6% | +25.3% | +20.0% |
| 3Y | +60.6% | -22.7% | +83.4% | +71.2% |
| 5Y | +64.4% | -22.2% | +86.6% | +72.1% |
| 10Y | +250.1% | +7.3% | +242.8% | +202.1% |
| All | +1,129.1% | +240.0% | +889.1% | +499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling