-42.9%
FPS vs WY
-10.5%
-32.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.1% | +14.3% | +14.5% |
| 7D | +9.5% | -5.1% | +14.5% | +5.3% |
| 30D | -33.8% | +9.0% | -42.8% | -29.8% |
| 3M | -34.9% | -16.7% | -18.2% | -33.6% |
| 6M | -42.9% | -10.3% | -32.6% | -40.7% |
| All | -42.9% | -10.5% | -32.4% | -40.7% |
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 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