+363.5%
SE vs WY
-16.5%
+380.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | -20.9% | +10.1% | -31.0% | -24.9% |
| 3M | -38.9% | -15.4% | -23.5% | -33.9% |
| 6M | -19.4% | -8.3% | -11.1% | -17.3% |
| YTD | -40.9% | -9.8% | -31.1% | -39.4% |
| 1Y | -46.2% | -3.9% | -42.3% | -46.9% |
| 3Y | +63.7% | -23.3% | +87.0% | +74.4% |
| 5Y | -77.9% | -31.2% | -46.7% | -74.0% |
| All | +363.5% | -16.5% | +380.0% | +411.2% |
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