+4.7%
WY vs DTE
+137.8%
-133.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.3% |
| 7D | -4.2% | -2.6% | -1.6% | -2.2% |
| 30D | -10.1% | -4.4% | -5.7% | -7.0% |
| 3M | -8.5% | -8.3% | -0.2% | -2.3% |
| 6M | -3.3% | -8.1% | +4.7% | +2.8% |
| YTD | -4.4% | +4.4% | -8.8% | -8.1% |
| 1Y | -11.5% | +0.2% | -11.7% | -12.5% |
| 3Y | -24.3% | +42.6% | -66.9% | -44.6% |
| 5Y | -21.3% | +31.5% | -52.8% | -40.1% |
| All | +4.7% | +137.8% | -133.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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