-22.1%
RMD vs WY
-20.4%
-1.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -4.7% | -1.7% | -3.0% | -4.1% |
| 30D | +0.2% | -9.9% | +10.1% | +4.3% |
| 3M | +12.0% | -7.5% | +19.5% | +15.2% |
| 6M | -12.5% | -5.1% | -7.4% | -11.0% |
| YTD | -7.9% | -2.1% | -5.8% | -7.8% |
| 1Y | -20.4% | -7.3% | -13.0% | -18.7% |
| 3Y | +53.1% | -22.6% | +75.8% | +64.6% |
| 5Y | -22.1% | -19.8% | -2.3% | -13.4% |
| All | -22.1% | -20.4% | -1.7% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling