+1,851.9%
TER vs WY
+7.6%
+1,844.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +6.4% | -4.2% | +10.5% | +8.8% |
| 30D | -5.7% | -10.1% | +4.4% | -0.3% |
| 3M | -0.4% | -8.5% | +8.1% | +3.0% |
| 6M | +25.8% | -3.3% | +29.2% | +26.9% |
| YTD | +96.4% | -4.4% | +100.8% | +98.1% |
| 1Y | +229.2% | -11.5% | +240.7% | +245.1% |
| 3Y | +288.1% | -24.3% | +312.4% | +336.5% |
| 5Y | +219.9% | -21.3% | +241.3% | +255.0% |
| All | +1,851.9% | +7.6% | +1,844.4% | +1,627.0% |
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