+183.3%
SW vs WY
+6.7%
+176.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | +7.0% | +10.6% | -3.6% | +4.1% |
| 3M | -7.6% | -16.6% | +9.0% | -3.1% |
| 6M | +8.5% | -8.6% | +17.1% | +11.2% |
| YTD | +17.7% | -8.4% | +26.1% | +20.5% |
| 1Y | +27.1% | -5.1% | +32.2% | +29.0% |
| 3Y | +48.2% | -21.9% | +70.1% | +57.2% |
| 5Y | -2.3% | -31.3% | +29.0% | +4.9% |
| 10Y | +183.3% | +3.6% | +179.7% | +168.4% |
| All | +183.3% | +6.7% | +176.6% | +168.4% |
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 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