+119.9%
XRT vs WY
+7.2%
+112.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.5% |
| 7D | -3.6% | -3.7% | +0.1% | -1.8% |
| 30D | -6.7% | -11.3% | +4.6% | -1.0% |
| 3M | -1.4% | -8.1% | +6.8% | +2.4% |
| 6M | +1.7% | -7.4% | +9.1% | +4.9% |
| YTD | -1.5% | -4.7% | +3.2% | -0.4% |
| 1Y | -2.5% | -9.2% | +6.7% | +0.8% |
| 3Y | +39.9% | -24.7% | +64.6% | +56.7% |
| 5Y | -2.6% | -21.6% | +18.9% | +7.6% |
| All | +119.9% | +7.2% | +112.7% | +97.0% |
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