-9.8%
WY vs IRE
-97.7%
+87.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -15.8% | +13.5% | -2.7% |
| 7D | +0.2% | -41.9% | +42.1% | -0.4% |
| 30D | +8.0% | -75.1% | +83.1% | +6.6% |
| 3M | -17.7% | -82.4% | +64.7% | -18.8% |
| 6M | -10.8% | -95.5% | +84.8% | -11.4% |
| YTD | -10.6% | -93.1% | +82.5% | -10.1% |
| 1Y | -5.7% | -97.8% | +92.1% | -6.6% |
| All | -9.8% | -97.7% | +87.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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