-15.6%
Z vs WY
+5.0%
-20.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.4% |
| 7D | +0.8% | -0.8% | +1.7% | +1.5% |
| 30D | +5.2% | +10.1% | -4.9% | -0.3% |
| 3M | -17.0% | -15.4% | -1.7% | -7.7% |
| 6M | -22.7% | -8.3% | -14.4% | -18.8% |
| YTD | -56.3% | -9.8% | -46.5% | -54.3% |
| 1Y | -57.7% | -3.9% | -53.8% | -57.5% |
| 3Y | -16.5% | -23.3% | +6.8% | -3.5% |
| 5Y | -53.4% | -31.2% | -22.2% | -41.7% |
| All | -15.6% | +5.0% | -20.7% | -19.9% |
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