+200.1%
GDDY vs WY
+7.6%
+192.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | -3.2% | -4.2% | +1.0% | -1.6% |
| 30D | +6.8% | -10.1% | +16.9% | +11.2% |
| 3M | +30.5% | -8.5% | +39.0% | +34.2% |
| 6M | +13.3% | -3.3% | +16.7% | +13.3% |
| YTD | -21.0% | -4.4% | -16.6% | -21.0% |
| 1Y | -34.0% | -11.5% | -22.5% | -32.1% |
| 3Y | +33.1% | -24.3% | +57.4% | +42.4% |
| 5Y | +30.3% | -21.3% | +51.6% | +36.0% |
| All | +200.1% | +7.6% | +192.5% | +152.7% |
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