+604.5%
XYZ vs WY
+5.8%
+598.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | -3.7% | -1.7% | -2.0% | -2.6% |
| 30D | +0.5% | -9.9% | +10.4% | +7.7% |
| 3M | +16.3% | -7.5% | +23.8% | +21.5% |
| 6M | +21.1% | -5.1% | +26.3% | +23.7% |
| YTD | +22.0% | -2.1% | +24.1% | +20.3% |
| 1Y | +5.2% | -7.3% | +12.5% | +7.4% |
| 3Y | +49.6% | -22.6% | +72.2% | +70.6% |
| 5Y | -68.4% | -19.8% | -48.6% | -62.8% |
| 10Y | +604.5% | +9.6% | +595.0% | +558.7% |
| All | +604.5% | +5.8% | +598.8% | +558.7% |
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