+114.1%
DT vs WY
+14.0%
+100.1%
-61.8%
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 | -1.6% | -4.2% | +2.6% | +0.2% |
| 30D | +3.0% | -10.1% | +13.1% | +7.7% |
| 3M | +26.5% | -8.5% | +35.0% | +30.4% |
| 6M | +35.9% | -3.3% | +39.3% | +35.8% |
| YTD | +17.8% | -4.4% | +22.2% | +17.2% |
| 1Y | +4.1% | -11.5% | +15.5% | +7.0% |
| 3Y | +5.3% | -24.3% | +29.6% | +13.3% |
| 5Y | -27.2% | -21.3% | -5.9% | -22.9% |
| All | +114.1% | +14.0% | +100.1% | +62.6% |
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