-18.3%
Z vs WY
+3.0%
-21.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.1% |
| 7D | -6.5% | +0.2% | -6.7% | -6.3% |
| 30D | -0.1% | +8.0% | -8.1% | -4.2% |
| 3M | -14.1% | -17.7% | +3.5% | -2.9% |
| 6M | -30.1% | -10.8% | -19.3% | -25.3% |
| YTD | -57.5% | -10.6% | -46.9% | -55.3% |
| 1Y | -60.3% | -5.7% | -54.6% | -59.7% |
| 3Y | -21.0% | -24.8% | +3.8% | -7.7% |
| 5Y | -54.9% | -31.7% | -23.2% | -43.3% |
| All | -18.3% | +3.0% | -21.3% | -22.6% |
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