+227.5%
LOW vs WY
+7.6%
+220.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.7% | -4.2% | +0.4% | -1.6% |
| 30D | -8.9% | -10.1% | +1.2% | -3.7% |
| 3M | -10.4% | -8.5% | -1.9% | -6.4% |
| 6M | -19.4% | -3.3% | -16.1% | -18.1% |
| YTD | -17.1% | -4.4% | -12.7% | -15.5% |
| 1Y | -26.3% | -11.5% | -14.8% | -22.0% |
| 3Y | -9.9% | -24.3% | +14.4% | +2.2% |
| 5Y | +6.1% | -21.3% | +27.4% | +17.1% |
| All | +227.5% | +7.6% | +220.0% | +194.4% |
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