+314.7%
SPY vs WY
+7.6%
+307.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -0.8% | -4.2% | +3.4% | +0.8% |
| 30D | -1.1% | -10.1% | +9.0% | +2.7% |
| 3M | +3.9% | -8.5% | +12.4% | +6.7% |
| 6M | +13.6% | -3.3% | +16.9% | +14.0% |
| YTD | +12.7% | -4.4% | +17.1% | +13.1% |
| 1Y | +17.5% | -11.5% | +29.0% | +21.0% |
| 3Y | +76.9% | -24.3% | +101.2% | +89.6% |
| 5Y | +83.6% | -21.3% | +104.9% | +91.9% |
| All | +314.7% | +7.6% | +307.2% | +263.2% |
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