+4.7%
WY vs ALM
+2,589.2%
-2,584.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.5% |
| 7D | -4.2% | -11.8% | +7.7% | -3.8% |
| 30D | -10.1% | +7.8% | -17.9% | -10.4% |
| 3M | -8.5% | -9.3% | +0.8% | -8.5% |
| 6M | -3.3% | -30.5% | +27.1% | -2.9% |
| YTD | -4.4% | +75.8% | -80.2% | -7.1% |
| 1Y | -11.5% | +241.2% | -252.7% | -16.4% |
| 3Y | -24.3% | +1,872.6% | -1,896.9% | -35.6% |
| 5Y | -21.3% | +849.6% | -870.9% | -31.7% |
| All | +4.7% | +2,589.2% | -2,584.5% | -15.5% |
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