+231.7%
RF vs WY
+3.1%
+228.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.3% | -5.1% | +3.7% | +1.7% |
| 30D | +4.6% | +9.0% | -4.4% | -1.1% |
| 3M | -8.4% | -16.7% | +8.3% | +1.3% |
| 6M | +8.9% | -10.3% | +19.1% | +14.3% |
| YTD | +8.8% | -10.5% | +19.3% | +13.4% |
| 1Y | +18.9% | -5.9% | +24.8% | +19.9% |
| 3Y | +116.0% | -24.7% | +140.7% | +145.8% |
| 5Y | +46.0% | -31.5% | +77.6% | +73.7% |
| 10Y | +231.7% | +4.7% | +227.0% | +174.7% |
| All | +231.7% | +3.1% | +228.6% | +174.7% |
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