+488.5%
NDAQ vs WY
+5.0%
+483.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | +18.0% | +10.1% | +7.8% | +13.9% |
| 3M | +11.5% | -15.4% | +26.9% | +17.9% |
| 6M | +21.1% | -8.3% | +29.4% | +23.6% |
| YTD | +12.8% | -9.8% | +22.6% | +15.0% |
| 1Y | +25.7% | -3.9% | +29.6% | +24.9% |
| 3Y | +116.8% | -23.3% | +140.1% | +130.4% |
| 5Y | +67.3% | -31.2% | +98.5% | +83.1% |
| All | +488.5% | +5.0% | +483.4% | +384.9% |
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