+41.6%
S vs WY
-11.5%
+53.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.3% | -6.4% |
| 7D | +4.1% | -5.4% | +9.5% | +2.9% |
| 30D | -7.2% | +7.9% | -15.0% | -5.7% |
| 3M | 0.0% | -16.6% | +16.6% | -1.7% |
| 6M | +41.6% | -11.2% | +52.8% | +42.3% |
| All | +41.6% | -11.5% | +53.1% | +42.3% |
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