+553.4%
SE vs WY
-11.5%
+564.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | -5.2% | -4.2% | -1.0% | -3.2% |
| 30D | -17.1% | -10.1% | -7.0% | -12.6% |
| 3M | +24.0% | -8.5% | +32.5% | +28.5% |
| 6M | +21.0% | -3.3% | +24.3% | +21.6% |
| YTD | -16.7% | -4.4% | -12.3% | -16.5% |
| 1Y | -45.9% | -11.5% | -34.5% | -44.0% |
| 3Y | +177.8% | -24.3% | +202.1% | +201.2% |
| 5Y | -67.4% | -21.3% | -46.0% | -63.9% |
| All | +553.4% | -11.5% | +564.9% | +603.6% |
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