-14.5%
Z vs WY
+6.7%
-21.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.4% |
| 7D | -5.2% | -0.8% | -4.4% | -4.5% |
| 30D | +5.7% | +10.6% | -4.9% | -0.1% |
| 3M | -8.7% | -16.6% | +7.9% | +2.3% |
| 6M | -26.0% | -8.6% | -17.4% | -22.1% |
| YTD | -55.0% | -8.4% | -46.6% | -53.4% |
| 1Y | -58.0% | -5.1% | -52.9% | -57.5% |
| 3Y | -15.2% | -21.9% | +6.7% | -3.1% |
| 5Y | -53.8% | -31.3% | -22.5% | -42.3% |
| 10Y | -14.5% | +3.6% | -18.1% | -20.2% |
| All | -14.5% | +6.7% | -21.2% | -20.2% |
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