+100.0%
IT vs WY
+7.6%
+92.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +4.9% | +5.1% |
| 7D | -3.7% | -4.2% | +0.5% | -2.0% |
| 30D | +0.1% | -10.1% | +10.2% | +4.2% |
| 3M | +20.7% | -8.5% | +29.2% | +24.9% |
| 6M | +12.0% | -3.3% | +15.3% | +12.8% |
| YTD | -28.8% | -4.4% | -24.4% | -28.5% |
| 1Y | -25.5% | -11.5% | -14.0% | -23.1% |
| 3Y | -48.8% | -24.3% | -24.4% | -44.7% |
| 5Y | -42.7% | -21.3% | -21.4% | -39.5% |
| All | +100.0% | +7.6% | +92.4% | +81.7% |
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