+45.2%
PL vs WY
-32.8%
+77.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.7% | +13.8% | +14.1% |
| 7D | +10.9% | -0.8% | +11.6% | +10.7% |
| 30D | -16.4% | +10.6% | -27.0% | -22.0% |
| 3M | -39.9% | -16.6% | -23.3% | -34.1% |
| 6M | -63.2% | -8.6% | -54.6% | -62.5% |
| YTD | -27.1% | -8.4% | -18.7% | -27.2% |
| 1Y | +12.2% | -5.1% | +17.3% | +8.7% |
| 3Y | +584.3% | -21.9% | +606.2% | +671.8% |
| 5Y | +37.0% | -31.3% | +68.3% | +75.0% |
| All | +45.2% | -32.8% | +77.9% | +85.2% |
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