+336.7%
RF vs WY
+5.5%
+331.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.3% |
| 7D | +2.7% | -2.1% | +4.7% | +3.9% |
| 30D | -3.4% | -10.5% | +7.1% | +3.1% |
| 3M | +6.4% | -4.9% | +11.2% | +8.7% |
| 6M | +13.4% | -4.9% | +18.3% | +15.5% |
| YTD | +14.2% | -1.7% | +15.9% | +13.2% |
| 1Y | +15.7% | -9.4% | +25.1% | +20.1% |
| 3Y | +91.3% | -22.3% | +113.6% | +115.6% |
| 5Y | +89.8% | -20.5% | +110.3% | +106.9% |
| 10Y | +336.7% | +4.9% | +331.8% | +258.0% |
| All | +336.7% | +5.5% | +331.2% | +258.0% |
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