+61.8%
VNQ vs WY
+7.6%
+54.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.3% | -4.2% | +2.9% | +0.7% |
| 30D | -2.6% | -10.1% | +7.5% | +2.4% |
| 3M | -2.0% | -8.5% | +6.5% | +1.6% |
| 6M | +4.3% | -3.3% | +7.7% | +5.1% |
| YTD | +9.2% | -4.4% | +13.6% | +10.1% |
| 1Y | +5.6% | -11.5% | +17.1% | +10.2% |
| 3Y | +30.8% | -24.3% | +55.2% | +45.6% |
| 5Y | +8.0% | -21.3% | +29.3% | +16.5% |
| All | +61.8% | +7.6% | +54.2% | +39.0% |
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