+634.6%
P vs WY
+5.0%
+629.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.7% |
| 7D | +11.6% | -0.8% | +12.4% | +12.0% |
| 30D | -23.7% | +10.1% | -33.8% | -28.1% |
| 3M | -8.0% | -15.4% | +7.4% | -2.2% |
| 6M | +27.9% | -8.3% | +36.2% | +28.5% |
| YTD | +61.2% | -9.8% | +71.0% | +60.9% |
| 1Y | +28.6% | -3.9% | +32.5% | +23.7% |
| 3Y | +200.5% | -23.3% | +223.8% | +215.4% |
| 5Y | +282.9% | -31.2% | +314.2% | +323.9% |
| All | +634.6% | +5.0% | +629.6% | +542.3% |
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