+23.5%
EL vs WY
+7.2%
+16.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.3% | -1.1% |
| 7D | -4.4% | -3.7% | -0.7% | -2.6% |
| 30D | +10.3% | -11.3% | +21.6% | +16.8% |
| 3M | +13.4% | -8.1% | +21.5% | +17.6% |
| 6M | +3.1% | -7.4% | +10.5% | +6.3% |
| YTD | -6.9% | -4.7% | -2.2% | -5.6% |
| 1Y | +11.9% | -9.2% | +21.1% | +15.8% |
| 3Y | -33.8% | -24.7% | -9.1% | -25.2% |
| 5Y | -69.0% | -21.6% | -47.4% | -65.6% |
| All | +23.5% | +7.2% | +16.3% | +14.4% |
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