+4.7%
WY vs BG
+166.7%
-162.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.0% |
| 7D | -4.2% | +3.1% | -7.3% | -5.4% |
| 30D | -10.1% | +10.2% | -20.3% | -13.6% |
| 3M | -8.5% | -1.7% | -6.8% | -8.6% |
| 6M | -3.3% | +1.0% | -4.3% | -5.0% |
| YTD | -4.4% | +39.9% | -44.3% | -18.0% |
| 1Y | -11.5% | +53.2% | -64.7% | -27.4% |
| 3Y | -24.3% | +16.3% | -40.6% | -31.9% |
| 5Y | -21.3% | +83.9% | -105.2% | -46.0% |
| All | +4.7% | +166.7% | -162.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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