+62.5%
T vs WY
+5.0%
+57.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | +2.5% | -0.8% | +3.4% | +2.8% |
| 30D | -3.8% | +10.1% | -13.9% | -6.5% |
| 3M | -8.7% | -15.4% | +6.6% | -4.4% |
| 6M | -8.1% | -8.3% | +0.2% | -6.2% |
| YTD | -6.4% | -9.8% | +3.4% | -4.4% |
| 1Y | -9.8% | -3.9% | -5.9% | -9.6% |
| 3Y | +65.5% | -23.3% | +88.8% | +73.7% |
| 5Y | +57.0% | -31.2% | +88.2% | +67.7% |
| All | +62.5% | +5.0% | +57.5% | +43.9% |
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