+67.7%
V vs WY
-20.4%
+88.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.4% |
| 30D | +1.9% | -9.9% | +11.7% | +5.3% |
| 3M | +13.2% | -7.5% | +20.7% | +15.7% |
| 6M | +16.7% | -5.1% | +21.9% | +17.9% |
| YTD | +5.4% | -2.1% | +7.5% | +4.9% |
| 1Y | +7.7% | -7.3% | +15.0% | +9.1% |
| 3Y | +52.0% | -22.6% | +74.6% | +61.2% |
| 5Y | +67.7% | -19.8% | +87.5% | +77.4% |
| All | +67.7% | -20.4% | +88.1% | +77.4% |
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