-48.5%
TE vs WY
-22.3%
-26.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -4.1% | -4.9% |
| 7D | +0.9% | -3.7% | +4.6% | +3.6% |
| 30D | -16.3% | -11.3% | -5.0% | -9.0% |
| 3M | -40.8% | -8.1% | -32.6% | -38.9% |
| 6M | -42.6% | -7.4% | -35.2% | -41.5% |
| YTD | -31.4% | -4.7% | -26.7% | -32.5% |
| 1Y | +144.9% | -9.2% | +154.1% | +147.7% |
| 3Y | -26.0% | -24.7% | -1.3% | -10.7% |
| 5Y | -48.5% | -21.6% | -26.9% | -36.1% |
| All | -48.5% | -22.3% | -26.2% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling