+4.7%
WY vs MKTX
+5.0%
-0.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -4.2% | -0.2% | -3.9% | -4.1% |
| 30D | -10.1% | +0.7% | -10.8% | -10.2% |
| 3M | -8.5% | +40.8% | -49.3% | -17.4% |
| 6M | -3.3% | -8.0% | +4.7% | -2.1% |
| YTD | -4.4% | -8.7% | +4.3% | -3.2% |
| 1Y | -11.5% | -11.8% | +0.4% | -9.7% |
| 3Y | -24.3% | -24.0% | -0.3% | -22.2% |
| 5Y | -21.3% | -60.3% | +39.0% | -3.2% |
| All | +4.7% | +5.0% | -0.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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