+634.6%
XYZ vs WY
0.0%
+634.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -1.7% |
| 7D | +12.6% | +0.2% | +12.4% | +12.8% |
| 30D | +10.8% | +8.0% | +2.8% | +5.2% |
| 3M | +8.4% | -17.7% | +26.0% | +23.1% |
| 6M | +14.3% | -10.8% | +25.1% | +21.6% |
| YTD | +31.5% | -10.6% | +42.1% | +37.4% |
| 1Y | +28.1% | -5.7% | +33.8% | +28.6% |
| 3Y | +66.2% | -24.8% | +91.0% | +91.3% |
| 5Y | -62.3% | -31.7% | -30.6% | -50.7% |
| 10Y | +634.6% | +2.9% | +631.7% | +595.9% |
| All | +634.6% | 0.0% | +634.6% | +595.9% |
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