+336.0%
IR vs WY
-9.0%
+344.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | +2.5% | -0.8% | +3.3% | +2.9% |
| 30D | +9.2% | +10.1% | -0.9% | +3.3% |
| 3M | +0.9% | -15.4% | +16.3% | +9.2% |
| 6M | +19.2% | -8.3% | +27.5% | +23.2% |
| YTD | +7.5% | -9.8% | +17.3% | +12.0% |
| 1Y | +11.7% | -3.9% | +15.6% | +12.6% |
| 3Y | +23.9% | -23.3% | +47.2% | +37.9% |
| 5Y | +46.4% | -31.2% | +77.6% | +70.7% |
| All | +336.0% | -9.0% | +344.9% | +298.2% |
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