+684.2%
A vs WU
-19.6%
+703.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.6% |
| 30D | +6.9% | -1.1% | +8.0% | +7.2% |
| 3M | +9.2% | -3.9% | +13.1% | +8.8% |
| 6M | +25.7% | -20.7% | +46.3% | +35.3% |
| YTD | +11.5% | -18.4% | +29.9% | +18.4% |
| 1Y | +18.4% | -8.1% | +26.4% | +18.2% |
| 3Y | +26.6% | -24.2% | +50.8% | +34.8% |
| 5Y | -12.8% | -50.4% | +37.6% | +8.5% |
| 10Y | +247.2% | -40.0% | +287.2% | +275.2% |
| All | +684.2% | -19.6% | +703.8% | +563.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 all: compounded portfolio wealth divided by compounded WU 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…
all analysis · Full analysis span regression · 6 months rolling