+124.0%
EW vs WY
+7.2%
+116.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +1.6% |
| 7D | -3.4% | -3.7% | +0.3% | -2.1% |
| 30D | -7.4% | -11.3% | +3.9% | -3.5% |
| 3M | +0.9% | -8.1% | +9.1% | +3.5% |
| 6M | +1.2% | -7.4% | +8.6% | +3.1% |
| YTD | +1.8% | -4.7% | +6.5% | +2.3% |
| 1Y | +10.8% | -9.2% | +20.0% | +13.1% |
| 3Y | +17.1% | -24.7% | +41.8% | +24.9% |
| 5Y | -28.2% | -21.6% | -6.7% | -25.1% |
| All | +124.0% | +7.2% | +116.8% | +91.0% |
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