+476.5%
V vs WY
+3.3%
+473.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.4% | -5.4% | +5.1% | +1.8% |
| 30D | +6.3% | +7.9% | -1.5% | +3.1% |
| 3M | +17.2% | -16.6% | +33.8% | +25.3% |
| 6M | +29.2% | -11.2% | +40.4% | +34.1% |
| YTD | +20.8% | -11.3% | +32.1% | +24.5% |
| 1Y | +25.0% | -5.5% | +30.5% | +25.4% |
| 3Y | +75.3% | -25.4% | +100.7% | +89.0% |
| 5Y | +105.8% | -32.4% | +138.2% | +128.2% |
| All | +476.5% | +3.3% | +473.3% | +390.3% |
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