+248.8%
XLF vs WY
+7.6%
+241.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -1.5% | -4.2% | +2.7% | +0.4% |
| 30D | -1.2% | -10.1% | +8.9% | +3.4% |
| 3M | +9.2% | -8.5% | +17.7% | +12.8% |
| 6M | +16.3% | -3.3% | +19.7% | +16.9% |
| YTD | +5.4% | -4.4% | +9.8% | +5.9% |
| 1Y | +7.6% | -11.5% | +19.1% | +11.6% |
| 3Y | +74.2% | -24.3% | +98.5% | +89.8% |
| 5Y | +66.1% | -21.3% | +87.4% | +74.4% |
| All | +248.8% | +7.6% | +241.3% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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