+576.3%
ALL vs WU
-19.5%
+595.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.4% |
| 7D | -0.1% | +11.0% | -11.2% | -4.6% |
| 30D | +13.8% | +13.4% | +0.4% | +7.8% |
| 3M | -2.8% | +2.2% | -5.0% | -4.1% |
| 6M | +23.7% | -18.2% | +41.9% | +31.7% |
| YTD | +27.3% | -18.3% | +45.6% | +34.8% |
| 1Y | +30.5% | -12.2% | +42.7% | +33.5% |
| 3Y | +113.0% | -20.8% | +133.8% | +119.6% |
| 5Y | +157.6% | -42.6% | +200.1% | +198.5% |
| 10Y | +368.4% | -35.5% | +403.8% | +391.5% |
| All | +576.3% | -19.5% | +595.8% | +425.9% |
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