+365.6%
NDAQ vs WY
+7.2%
+358.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.3% | -1.4% |
| 7D | -6.8% | -3.7% | -3.1% | -5.6% |
| 30D | -3.2% | -11.3% | +8.1% | +0.9% |
| 3M | +6.5% | -8.1% | +14.6% | +9.2% |
| 6M | +5.7% | -7.4% | +13.2% | +7.7% |
| YTD | -4.6% | -4.7% | +0.1% | -4.4% |
| 1Y | -1.6% | -9.2% | +7.6% | +0.2% |
| 3Y | +86.4% | -24.7% | +111.1% | +100.2% |
| 5Y | +50.3% | -21.6% | +71.9% | +56.9% |
| All | +365.6% | +7.2% | +358.4% | +285.4% |
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