+7.2%
VNQ vs WY
-22.2%
+29.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.3% | -4.2% | +2.9% | +0.8% |
| 30D | -2.6% | -10.1% | +7.5% | +2.6% |
| 3M | -2.0% | -8.5% | +6.5% | +1.8% |
| 6M | +4.3% | -3.3% | +7.7% | +5.1% |
| YTD | +9.2% | -4.4% | +13.6% | +10.0% |
| 1Y | +5.6% | -11.5% | +17.1% | +10.6% |
| 3Y | +30.8% | -24.3% | +55.2% | +47.1% |
| All | +7.2% | -22.2% | +29.5% | +21.1% |
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 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