+196.7%
EXC vs WY
+5.0%
+191.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.7% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | +8.6% | +10.1% | -1.5% | +4.6% |
| 3M | +2.4% | -15.4% | +17.8% | +8.6% |
| 6M | +6.5% | -8.3% | +14.8% | +9.2% |
| YTD | +9.0% | -9.8% | +18.9% | +11.9% |
| 1Y | +4.6% | -3.9% | +8.5% | +4.5% |
| 3Y | +33.5% | -23.3% | +56.8% | +41.9% |
| 5Y | +41.4% | -31.2% | +72.6% | +53.6% |
| All | +196.7% | +5.0% | +191.6% | +143.6% |
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