+1,381.0%
NET vs WY
+0.8%
+1,380.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -4.5% |
| 7D | -16.4% | +13.3% | -29.7% | -20.4% |
| 30D | -25.8% | +17.6% | -43.5% | -30.6% |
| 3M | -11.5% | -15.0% | +3.5% | -6.9% |
| 6M | +18.9% | -5.9% | +24.8% | +19.5% |
| YTD | +35.2% | -5.7% | +41.0% | +34.0% |
| 1Y | +14.5% | -0.2% | +14.7% | +10.5% |
| 3Y | +313.8% | -23.1% | +336.9% | +338.9% |
| 5Y | +32.6% | -30.4% | +62.9% | +50.0% |
| All | +1,381.0% | +0.8% | +1,380.2% | +1,656.6% |
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