+417.9%
GE vs WY
-20.4%
+438.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.2% | -1.7% | +0.5% | -0.6% |
| 30D | -11.3% | -9.9% | -1.4% | -7.8% |
| 3M | -1.4% | -7.5% | +6.1% | +1.1% |
| 6M | +1.2% | -5.1% | +6.4% | +2.7% |
| YTD | +5.9% | -2.1% | +8.0% | +5.8% |
| 1Y | +18.4% | -7.3% | +25.7% | +20.5% |
| 3Y | +271.0% | -22.6% | +293.6% | +299.0% |
| 5Y | +417.9% | -19.8% | +437.7% | +443.0% |
| All | +417.9% | -20.4% | +438.3% | +443.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling