-53.1%
TE vs WY
-4.7%
-48.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +0.2% | -4.2% | +4.4% | +1.5% |
| 30D | -5.9% | -10.1% | +4.2% | -3.0% |
| 3M | -45.6% | -8.5% | -37.1% | -44.7% |
| 6M | -43.4% | -3.3% | -40.0% | -43.5% |
| YTD | -31.0% | -4.4% | -26.6% | -31.1% |
| 1Y | +145.2% | -11.5% | +156.7% | +149.9% |
| 3Y | -24.1% | -24.3% | +0.3% | -17.9% |
| 5Y | -48.1% | -21.3% | -26.8% | -43.2% |
| All | -53.1% | -4.7% | -48.3% | -48.4% |
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