+64.4%
UL vs WY
+7.6%
+56.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -3.4% | -4.2% | +0.8% | -2.4% |
| 30D | +0.5% | -10.1% | +10.6% | +3.0% |
| 3M | +7.2% | -8.5% | +15.7% | +9.4% |
| 6M | -3.1% | -3.3% | +0.3% | -2.5% |
| YTD | -2.7% | -4.4% | +1.7% | -2.0% |
| 1Y | -10.2% | -11.5% | +1.2% | -8.1% |
| 3Y | +20.3% | -24.3% | +44.6% | +26.0% |
| 5Y | +19.9% | -21.3% | +41.3% | +22.9% |
| All | +64.4% | +7.6% | +56.8% | +46.9% |
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