+9.6%
WY vs CAPR
-77.3%
+86.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.3% |
| 7D | -1.7% | -12.6% | +10.9% | -1.4% |
| 30D | -9.9% | +124.4% | -134.3% | -11.6% |
| 3M | -7.5% | -66.8% | +59.3% | -6.8% |
| 6M | -5.1% | -71.8% | +66.6% | -4.2% |
| YTD | -2.1% | -70.1% | +68.0% | -1.3% |
| 1Y | -7.3% | +33.3% | -40.7% | -13.9% |
| 3Y | -22.6% | +36.7% | -59.4% | -31.5% |
| 5Y | -19.8% | +72.5% | -92.2% | -30.8% |
| 10Y | +9.6% | -77.3% | +86.8% | -14.0% |
| All | +9.6% | -77.3% | +86.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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