+132.2%
XRT vs WY
+3.3%
+129.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -0.4% | -5.4% | +5.0% | +2.3% |
| 30D | +7.5% | +7.9% | -0.3% | +3.5% |
| 3M | +2.3% | -16.6% | +19.0% | +11.7% |
| 6M | +12.8% | -11.2% | +24.0% | +18.7% |
| YTD | +7.1% | -11.3% | +18.4% | +11.9% |
| 1Y | +12.3% | -5.5% | +17.8% | +13.5% |
| 3Y | +57.0% | -25.4% | +82.4% | +76.4% |
| 5Y | -4.3% | -32.4% | +28.1% | +13.3% |
| All | +132.2% | +3.3% | +129.0% | +114.3% |
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