-20.9%
WY vs ITOT
+74.3%
-95.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.4% |
| 7D | -4.2% | -0.9% | -3.3% | -3.4% |
| 30D | -10.1% | -1.5% | -8.6% | -9.0% |
| 3M | -8.5% | +3.6% | -12.1% | -11.3% |
| 6M | -3.3% | +13.7% | -17.0% | -13.5% |
| YTD | -4.4% | +12.9% | -17.3% | -14.2% |
| 1Y | -11.5% | +17.2% | -28.7% | -23.3% |
| 3Y | -24.3% | +75.6% | -99.9% | -55.6% |
| All | -20.9% | +74.3% | -95.2% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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