+382.8%
VNQ vs WY
+93.5%
+289.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.7% |
| 7D | -2.6% | -3.7% | +1.1% | -0.5% |
| 30D | -2.3% | -11.3% | +9.0% | +4.6% |
| 3M | -2.8% | -8.1% | +5.3% | +1.4% |
| 6M | +2.5% | -7.4% | +9.9% | +6.0% |
| YTD | +8.4% | -4.7% | +13.1% | +9.6% |
| 1Y | +6.8% | -9.2% | +16.0% | +10.5% |
| 3Y | +29.9% | -24.7% | +54.6% | +47.5% |
| 5Y | +7.2% | -21.6% | +28.8% | +16.2% |
| 10Y | +62.5% | +6.7% | +55.9% | +27.0% |
| All | +382.8% | +93.5% | +289.2% | +102.8% |
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