+572.3%
ALL vs WU
-19.6%
+591.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.9% |
| 7D | 0.0% | -0.8% | +0.9% | +0.3% |
| 30D | -1.5% | -1.1% | -0.4% | -1.2% |
| 3M | +23.6% | -3.9% | +27.5% | +23.4% |
| 6M | +22.3% | -20.7% | +43.0% | +31.9% |
| YTD | +26.5% | -18.4% | +44.9% | +34.4% |
| 1Y | +27.0% | -8.1% | +35.1% | +26.7% |
| 3Y | +149.6% | -24.2% | +173.7% | +162.1% |
| 5Y | +118.1% | -50.4% | +168.5% | +171.1% |
| 10Y | +369.0% | -40.0% | +409.0% | +410.5% |
| All | +572.3% | -19.6% | +591.9% | +424.6% |
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