+374.9%
V vs WY
+7.2%
+367.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +1.0% |
| 7D | -3.0% | -3.7% | +0.6% | -1.6% |
| 30D | +1.2% | -11.3% | +12.5% | +5.9% |
| 3M | +13.9% | -8.1% | +22.1% | +17.1% |
| 6M | +17.2% | -7.4% | +24.7% | +19.7% |
| YTD | +5.3% | -4.7% | +10.0% | +5.9% |
| 1Y | +9.5% | -9.2% | +18.7% | +11.9% |
| 3Y | +51.9% | -24.7% | +76.6% | +63.8% |
| 5Y | +69.6% | -21.6% | +91.1% | +77.0% |
| All | +374.9% | +7.2% | +367.7% | +301.2% |
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