+192.7%
EXC vs WY
+3.3%
+189.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.4% |
| 7D | -1.9% | -5.4% | +3.5% | +0.1% |
| 30D | +7.8% | +7.9% | -0.1% | +4.7% |
| 3M | +1.9% | -16.6% | +18.5% | +8.6% |
| 6M | +3.4% | -11.2% | +14.6% | +7.3% |
| YTD | +7.6% | -11.3% | +18.9% | +11.1% |
| 1Y | +2.1% | -5.5% | +7.6% | +2.7% |
| 3Y | +29.6% | -25.4% | +55.0% | +39.2% |
| 5Y | +39.5% | -32.4% | +71.9% | +52.5% |
| All | +192.7% | +3.3% | +189.4% | +141.8% |
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 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