+5.7%
BP vs WY
-11.5%
+17.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.1% |
| 7D | +2.5% | -5.4% | +7.9% | +1.7% |
| 30D | -5.6% | +7.9% | -13.4% | -4.8% |
| 3M | +8.0% | -16.6% | +24.7% | +4.3% |
| 6M | +5.7% | -11.2% | +16.9% | +4.3% |
| All | +5.7% | -11.5% | +17.1% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling