+4.7%
WY vs FIVN
+118.5%
-113.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -4.2% | -7.8% | +3.7% | -3.1% |
| 30D | -10.1% | -1.7% | -8.4% | -10.0% |
| 3M | -8.5% | +47.2% | -55.7% | -14.0% |
| 6M | -3.3% | +82.7% | -86.1% | -13.4% |
| YTD | -4.4% | +52.9% | -57.3% | -12.6% |
| 1Y | -11.5% | +17.5% | -29.0% | -15.9% |
| 3Y | -24.3% | -55.8% | +31.5% | -18.7% |
| 5Y | -21.3% | -82.3% | +61.0% | -6.7% |
| All | +4.7% | +118.5% | -113.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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