+337.2%
IR vs WY
-10.5%
+347.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +4.3% | -5.4% | +9.7% | +7.2% |
| 30D | +8.1% | +7.9% | +0.2% | +3.4% |
| 3M | +0.7% | -16.6% | +17.3% | +9.7% |
| 6M | +16.6% | -11.2% | +27.8% | +22.5% |
| YTD | +7.8% | -11.3% | +19.1% | +13.3% |
| 1Y | +9.9% | -5.5% | +15.5% | +11.7% |
| 3Y | +25.2% | -25.4% | +50.6% | +41.3% |
| 5Y | +46.8% | -32.4% | +79.2% | +72.7% |
| All | +337.2% | -10.5% | +347.7% | +302.9% |
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