+155.2%
W vs WY
+7.6%
+147.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -0.9% | -4.2% | +3.3% | +2.9% |
| 30D | -4.2% | -10.1% | +5.8% | +5.1% |
| 3M | +26.9% | -8.5% | +35.4% | +36.5% |
| 6M | +31.2% | -3.3% | +34.6% | +34.5% |
| YTD | -1.8% | -4.4% | +2.6% | +0.5% |
| 1Y | +9.3% | -11.5% | +20.8% | +19.0% |
| 3Y | +33.2% | -24.3% | +57.5% | +76.4% |
| 5Y | -62.4% | -21.3% | -41.1% | -47.5% |
| All | +155.2% | +7.6% | +147.7% | +151.0% |
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