+51.5%
WY vs FIVE
+873.2%
-821.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | +0.2% | +7.3% | -7.1% | -1.6% |
| 30D | +8.0% | +18.1% | -10.0% | +3.5% |
| 3M | -17.7% | +7.7% | -25.4% | -19.5% |
| 6M | -10.8% | +13.6% | -24.4% | -14.6% |
| YTD | -10.6% | +34.6% | -45.2% | -18.7% |
| 1Y | -5.7% | +66.2% | -72.0% | -19.0% |
| 3Y | -24.8% | +43.5% | -68.3% | -37.3% |
| 5Y | -31.7% | +20.7% | -52.4% | -42.5% |
| 10Y | +2.9% | +541.5% | -538.5% | -42.8% |
| All | +51.5% | +873.2% | -821.7% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling