+1.9%
WY vs M
-7.1%
+9.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -0.8% | +7.0% | -7.8% | -2.5% |
| 30D | +10.1% | +8.9% | +1.2% | +7.8% |
| 3M | -15.4% | +4.5% | -19.9% | -16.5% |
| 6M | -8.3% | +36.2% | -44.5% | -15.5% |
| YTD | -9.8% | +15.1% | -24.9% | -14.1% |
| 1Y | -3.9% | +27.4% | -31.3% | -10.8% |
| 3Y | -23.3% | +160.1% | -183.5% | -43.8% |
| 5Y | -31.2% | -1.6% | -29.6% | -39.7% |
| All | +1.9% | -7.1% | +9.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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