+513.3%
XRT vs WY
+108.2%
+405.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +0.8% | -1.7% | +2.5% | +1.7% |
| 30D | -4.2% | -10.1% | +5.9% | +1.0% |
| 3M | +5.1% | -5.1% | +10.2% | +7.4% |
| 6M | +2.4% | -4.8% | +7.2% | +4.2% |
| YTD | +3.2% | -0.2% | +3.4% | +2.0% |
| 1Y | +1.5% | -6.6% | +8.1% | +3.5% |
| 3Y | +40.6% | -22.7% | +63.3% | +55.6% |
| 5Y | -1.0% | -22.2% | +21.2% | +9.4% |
| 10Y | +128.4% | +7.3% | +121.1% | +95.1% |
| All | +513.3% | +108.2% | +405.1% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling