+433.8%
MAR vs WY
+7.6%
+426.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -0.5% | -4.2% | +3.6% | +1.6% |
| 30D | -5.4% | -10.1% | +4.7% | -0.3% |
| 3M | -15.5% | -8.5% | -7.0% | -12.2% |
| 6M | +3.0% | -3.3% | +6.3% | +3.9% |
| YTD | +8.5% | -4.4% | +12.9% | +9.6% |
| 1Y | +26.0% | -11.5% | +37.4% | +32.1% |
| 3Y | +68.6% | -24.3% | +92.9% | +87.3% |
| 5Y | +157.4% | -21.3% | +178.7% | +177.0% |
| All | +433.8% | +7.6% | +426.3% | +359.0% |
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