+72.2%
F vs WY
0.0%
+72.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -0.5% |
| 7D | -0.2% | +0.2% | -0.4% | -0.4% |
| 30D | +0.9% | +8.0% | -7.1% | -3.8% |
| 3M | -11.3% | -17.7% | +6.3% | -1.1% |
| 6M | +2.0% | -10.8% | +12.8% | +7.9% |
| YTD | -3.2% | -10.6% | +7.4% | +1.3% |
| 1Y | -3.5% | -5.7% | +2.3% | -2.4% |
| 3Y | +48.1% | -24.8% | +72.9% | +68.8% |
| 5Y | -13.5% | -31.7% | +18.2% | +6.0% |
| 10Y | +72.2% | +2.9% | +69.2% | +55.4% |
| All | +72.2% | 0.0% | +72.1% | +55.4% |
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