+4.7%
WY vs TDY
+479.2%
-474.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.4% |
| 7D | -4.2% | -1.1% | -3.0% | -3.6% |
| 30D | -10.1% | -12.0% | +2.0% | -3.6% |
| 3M | -8.5% | -3.2% | -5.3% | -7.4% |
| 6M | -3.3% | -7.9% | +4.5% | +0.1% |
| YTD | -4.4% | +18.2% | -22.6% | -14.8% |
| 1Y | -11.5% | +6.7% | -18.1% | -16.7% |
| 3Y | -24.3% | +47.5% | -71.9% | -42.5% |
| 5Y | -21.3% | +39.5% | -60.8% | -39.4% |
| All | +4.7% | +479.2% | -474.5% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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