+2,926.4%
V vs WY
+82.5%
+2,843.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -1.7% | -1.7% | 0.0% | -1.0% |
| 30D | +2.0% | -10.1% | +12.1% | +6.4% |
| 3M | +17.4% | -5.1% | +22.5% | +19.3% |
| 6M | +17.5% | -4.8% | +22.3% | +18.7% |
| YTD | +7.6% | -0.2% | +7.8% | +6.2% |
| 1Y | +7.7% | -6.6% | +14.3% | +8.9% |
| 3Y | +54.7% | -22.7% | +77.4% | +65.4% |
| 5Y | +73.0% | -22.2% | +95.3% | +81.5% |
| 10Y | +390.9% | +7.3% | +383.6% | +308.7% |
| All | +2,926.4% | +82.5% | +2,843.9% | +1,699.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling