+122.2%
ALL vs WU
-50.7%
+172.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.1% |
| 7D | 0.0% | -0.8% | +0.9% | +0.2% |
| 30D | -1.5% | -1.1% | -0.4% | -1.3% |
| 3M | +23.6% | -3.9% | +27.5% | +23.7% |
| 6M | +22.3% | -20.7% | +43.0% | +28.2% |
| YTD | +26.5% | -18.4% | +44.9% | +31.4% |
| 1Y | +27.0% | -8.1% | +35.1% | +27.1% |
| 3Y | +149.6% | -24.2% | +173.7% | +158.2% |
| All | +122.2% | -50.7% | +172.9% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling