+219.1%
TER vs WY
-21.5%
+240.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +5.1% |
| 7D | +11.0% | -2.1% | +13.0% | +12.3% |
| 30D | -1.9% | -10.5% | +8.6% | +4.5% |
| 3M | -0.7% | -4.9% | +4.2% | +0.7% |
| 6M | +36.4% | -4.9% | +41.3% | +38.8% |
| YTD | +92.4% | -1.7% | +94.1% | +90.4% |
| 1Y | +213.5% | -9.4% | +222.9% | +226.1% |
| 3Y | +277.2% | -22.3% | +299.5% | +324.5% |
| 5Y | +219.1% | -20.5% | +239.7% | +281.4% |
| All | +219.1% | -21.5% | +240.6% | +281.4% |
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 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