+54.1%
WY vs FIVE
+822.5%
-768.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | +13.0% | +17.7% | -4.7% | +8.4% |
| 3M | -16.8% | +4.0% | -20.8% | -17.9% |
| 6M | -11.2% | +2.6% | -13.8% | -12.8% |
| YTD | -9.1% | +27.6% | -36.7% | -16.2% |
| 1Y | -4.8% | +59.9% | -64.7% | -17.3% |
| 3Y | -25.3% | +35.8% | -61.0% | -36.8% |
| 5Y | -33.2% | +14.4% | -47.6% | -43.0% |
| 10Y | +6.6% | +576.1% | -569.6% | -40.7% |
| All | +54.1% | +822.5% | -768.4% | -20.9% |
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