+182.7%
SW vs WY
+4.8%
+177.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.1% |
| 7D | +2.3% | +3.1% | -0.8% | +1.4% |
| 30D | +6.8% | +13.0% | -6.2% | +3.2% |
| 3M | -5.2% | -16.8% | +11.6% | -0.5% |
| 6M | +7.4% | -11.2% | +18.6% | +10.8% |
| YTD | +17.4% | -9.1% | +26.5% | +20.5% |
| 1Y | +27.1% | -4.8% | +31.8% | +28.9% |
| 3Y | +47.9% | -25.3% | +73.1% | +58.3% |
| 5Y | -2.6% | -33.2% | +30.6% | +5.2% |
| All | +182.7% | +4.8% | +177.9% | +165.8% |
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