+4.7%
WY vs M
-3.0%
+7.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | -1.5% |
| 7D | -4.2% | -4.2% | 0.0% | -3.3% |
| 30D | -10.1% | -7.2% | -2.9% | -8.6% |
| 3M | -8.5% | -11.1% | +2.7% | -6.3% |
| 6M | -3.3% | +28.8% | -32.1% | -9.7% |
| YTD | -4.4% | +2.0% | -6.4% | -6.2% |
| 1Y | -11.5% | +31.3% | -42.7% | -18.6% |
| 3Y | -24.3% | +119.1% | -143.4% | -42.1% |
| 5Y | -21.3% | +29.7% | -51.0% | -36.5% |
| All | +4.7% | -3.0% | +7.7% | -39.7% |
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