+1,057.8%
TER vs WY
+3.3%
+1,054.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.3% |
| 7D | +24.0% | -5.4% | +29.4% | +27.5% |
| 30D | -30.6% | +7.9% | -38.5% | -34.4% |
| 3M | -34.5% | -16.6% | -17.9% | -29.2% |
| 6M | -26.4% | -11.2% | -15.2% | -24.1% |
| YTD | +36.4% | -11.3% | +47.8% | +40.6% |
| 1Y | +47.4% | -5.5% | +53.0% | +46.2% |
| 3Y | +202.6% | -25.4% | +228.0% | +236.3% |
| 5Y | +83.9% | -32.4% | +116.3% | +117.8% |
| All | +1,057.8% | +3.3% | +1,054.5% | +947.9% |
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