-39.3%
VG vs WY
-18.3%
-21.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.7% | -1.7% | +3.4% | +1.8% |
| 30D | +16.0% | -10.1% | +26.1% | +17.2% |
| 3M | +9.7% | -5.1% | +14.9% | +10.0% |
| 6M | +29.6% | -4.8% | +34.3% | +29.0% |
| YTD | +112.0% | -0.2% | +112.3% | +101.9% |
| 1Y | +12.8% | -6.6% | +19.4% | +14.5% |
| All | -39.3% | -18.3% | -21.0% | -26.9% |
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