-10.3%
WY vs CAPR
-63.0%
+52.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | -0.4% |
| 7D | -5.1% | +25.8% | -30.8% | -5.5% |
| 30D | +9.0% | +50.2% | -41.2% | +8.0% |
| 3M | -16.7% | +185.5% | -202.2% | -18.1% |
| 6M | -10.3% | -64.8% | +54.6% | -2.7% |
| All | -10.3% | -63.0% | +52.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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