+652.6%
P vs WY
0.0%
+652.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | +0.2% |
| 7D | -13.3% | +0.2% | -13.5% | -13.6% |
| 30D | -34.0% | +8.0% | -42.0% | -37.2% |
| 3M | +4.1% | -17.7% | +21.8% | +12.1% |
| 6M | +30.5% | -10.8% | +41.2% | +32.9% |
| YTD | +52.2% | -10.6% | +62.8% | +52.6% |
| 1Y | +10.3% | -5.7% | +16.0% | +7.1% |
| 3Y | +180.9% | -24.8% | +205.6% | +197.9% |
| 5Y | +259.7% | -31.7% | +291.4% | +299.7% |
| 10Y | +652.6% | +2.9% | +649.7% | +544.6% |
| All | +652.6% | 0.0% | +652.6% | +544.6% |
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