+0.2%
WY vs ALM
+1,942.8%
-1,942.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.7% |
| 7D | -5.4% | -4.0% | -1.4% | -5.3% |
| 30D | +7.9% | -30.5% | +38.4% | +9.1% |
| 3M | -16.6% | -46.9% | +30.3% | -15.1% |
| 6M | -11.2% | -65.5% | +54.3% | -8.6% |
| YTD | -11.3% | -13.4% | +2.1% | -12.0% |
| 1Y | -5.5% | +9.8% | -15.3% | -7.1% |
| 3Y | -25.4% | +783.1% | -808.5% | -34.7% |
| 5Y | -32.4% | +378.3% | -410.7% | -40.2% |
| All | +0.2% | +1,942.8% | -1,942.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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