+50.7%
O vs WY
+7.6%
+43.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.9% | -4.2% | +1.3% | -0.9% |
| 30D | -4.5% | -10.1% | +5.6% | +0.3% |
| 3M | -2.6% | -8.5% | +5.9% | +1.0% |
| 6M | -5.6% | -3.3% | -2.3% | -5.0% |
| YTD | +9.3% | -4.4% | +13.7% | +10.1% |
| 1Y | +4.3% | -11.5% | +15.8% | +8.7% |
| 3Y | +27.4% | -24.3% | +51.8% | +40.4% |
| 5Y | +17.1% | -21.3% | +38.4% | +22.6% |
| All | +50.7% | +7.6% | +43.2% | +18.5% |
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