-30.4%
Z vs WY
-6.9%
-23.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.6% | -10.1% | -10.3% |
| 7D | -2.3% | +9.5% | -11.8% | -7.6% |
| 30D | +9.4% | +16.3% | -6.9% | +0.3% |
| 3M | -16.1% | -15.5% | -0.6% | -14.2% |
| 6M | -30.4% | -7.1% | -23.3% | -30.6% |
| All | -30.4% | -6.9% | -23.6% | -30.6% |
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