+160.8%
EXC vs WY
+5.8%
+155.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +0.3% | -1.7% | +2.0% | +1.0% |
| 30D | -0.9% | -9.9% | +9.0% | +3.0% |
| 3M | -2.7% | -7.5% | +4.8% | -0.1% |
| 6M | -9.4% | -5.1% | -4.2% | -8.1% |
| YTD | +3.0% | -2.1% | +5.1% | +2.8% |
| 1Y | +5.1% | -7.3% | +12.5% | +6.8% |
| 3Y | +20.6% | -22.6% | +43.2% | +28.5% |
| 5Y | +45.7% | -19.8% | +65.5% | +48.7% |
| 10Y | +160.8% | +9.6% | +151.3% | +99.3% |
| All | +160.8% | +5.8% | +155.1% | +99.3% |
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