+9.6%
WY vs FIVE
+486.0%
-476.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | -9.9% | +5.0% | -14.9% | -11.3% |
| 3M | -7.5% | +29.5% | -37.0% | -14.7% |
| 6M | -5.1% | +12.4% | -17.6% | -9.9% |
| YTD | -2.1% | +31.2% | -33.3% | -11.5% |
| 1Y | -7.3% | +72.9% | -80.2% | -23.5% |
| 3Y | -22.6% | +53.0% | -75.7% | -38.7% |
| 5Y | -19.8% | +34.2% | -54.0% | -37.0% |
| 10Y | +9.6% | +497.6% | -488.1% | -45.5% |
| All | +9.6% | +486.0% | -476.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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