+14.7%
XRT vs WY
-9.5%
+24.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | +7.5% | +10.1% | -2.6% | +3.9% |
| 3M | +2.2% | -15.4% | +17.6% | +7.5% |
| 6M | +14.7% | -8.3% | +23.0% | +17.2% |
| All | +14.7% | -9.5% | +24.1% | +17.2% |
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 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