+75.7%
AA vs WU
-21.7%
+97.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +4.8% | +9.1% | -4.2% | +2.3% |
| 30D | -0.6% | +12.1% | -12.7% | -3.8% |
| 3M | -16.3% | +0.3% | -16.6% | -16.8% |
| 6M | -33.4% | -19.1% | -14.3% | -30.0% |
| YTD | -20.7% | -19.2% | -1.5% | -17.3% |
| 1Y | +12.9% | -15.3% | +28.2% | +14.9% |
| 3Y | +75.7% | -21.3% | +97.0% | +76.1% |
| All | +75.7% | -21.7% | +97.4% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling