+274.5%
IR vs WY
-3.8%
+278.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.7% |
| 7D | -3.1% | -3.7% | +0.6% | -1.2% |
| 30D | -14.0% | -11.3% | -2.7% | -8.6% |
| 3M | +3.7% | -8.1% | +11.9% | +8.0% |
| 6M | -15.4% | -7.4% | -7.9% | -12.2% |
| YTD | -7.7% | -4.7% | -3.0% | -5.8% |
| 1Y | -8.8% | -9.2% | +0.4% | -4.8% |
| 3Y | +5.6% | -24.7% | +30.3% | +19.4% |
| 5Y | +34.3% | -21.6% | +55.9% | +47.2% |
| All | +274.5% | -3.8% | +278.3% | +234.9% |
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