+995.4%
TER vs WY
+5.0%
+990.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.3% |
| 7D | +14.4% | -0.8% | +15.2% | +14.8% |
| 30D | -30.6% | +10.1% | -40.7% | -35.0% |
| 3M | -39.2% | -15.4% | -23.8% | -34.9% |
| 6M | -31.3% | -8.3% | -23.0% | -30.4% |
| YTD | +29.1% | -9.8% | +38.9% | +31.8% |
| 1Y | +47.4% | -3.9% | +51.3% | +44.8% |
| 3Y | +191.2% | -23.3% | +214.5% | +218.7% |
| 5Y | +74.0% | -31.2% | +105.2% | +104.1% |
| All | +995.4% | +5.0% | +990.4% | +882.3% |
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