+170.2%
VEA vs WY
+50.6%
+119.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +0.3% | -1.7% | +2.0% | +1.0% |
| 30D | +0.4% | -9.9% | +10.3% | +4.8% |
| 3M | +4.8% | -7.5% | +12.3% | +7.6% |
| 6M | +11.3% | -5.1% | +16.4% | +12.8% |
| YTD | +17.4% | -2.1% | +19.5% | +16.9% |
| 1Y | +26.2% | -7.3% | +33.5% | +28.2% |
| 3Y | +77.7% | -22.6% | +100.4% | +90.9% |
| 5Y | +60.9% | -19.8% | +80.7% | +66.6% |
| 10Y | +163.6% | +9.6% | +154.0% | +111.3% |
| All | +170.2% | +50.6% | +119.6% | +50.7% |
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