+181.9%
FANG vs WY
+7.6%
+174.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +2.9% | -4.2% | +7.1% | +5.3% |
| 30D | +2.6% | -10.1% | +12.7% | +8.5% |
| 3M | +7.6% | -8.5% | +16.1% | +11.6% |
| 6M | +17.3% | -3.3% | +20.7% | +16.4% |
| YTD | +38.7% | -4.4% | +43.1% | +37.6% |
| 1Y | +51.6% | -11.5% | +63.1% | +56.9% |
| 3Y | +50.0% | -24.3% | +74.3% | +64.9% |
| 5Y | +237.6% | -21.3% | +258.9% | +251.5% |
| All | +181.9% | +7.6% | +174.3% | +154.0% |
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