-32.1%
WY vs FIVE
+14.2%
-46.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +13.0% | +17.7% | -4.7% | +9.7% |
| 3M | -16.8% | +4.0% | -20.8% | -17.6% |
| 6M | -11.2% | +2.6% | -13.8% | -12.3% |
| YTD | -9.1% | +27.6% | -36.7% | -14.3% |
| 1Y | -4.8% | +59.9% | -64.7% | -14.2% |
| 3Y | -25.3% | +35.8% | -61.0% | -32.4% |
| All | -32.1% | +14.2% | -46.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling