-35.7%
U vs WY
-1.6%
-34.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.2% |
| 7D | +5.5% | -4.2% | +9.7% | +9.2% |
| 30D | -1.3% | -10.1% | +8.8% | +7.4% |
| 3M | +64.6% | -8.5% | +73.1% | +73.0% |
| 6M | +119.4% | -3.3% | +122.7% | +117.7% |
| YTD | -0.5% | -4.4% | +3.9% | -2.3% |
| 1Y | +1.3% | -11.5% | +12.8% | +6.0% |
| 3Y | +15.6% | -24.3% | +39.9% | +39.4% |
| 5Y | -67.5% | -21.3% | -46.1% | -57.0% |
| All | -35.7% | -1.6% | -34.1% | -28.6% |
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