+560.0%
ALL vs WU
-20.2%
+580.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.6% |
| 7D | -1.9% | +11.7% | -13.6% | -6.5% |
| 30D | +13.8% | +12.6% | +1.2% | +8.0% |
| 3M | -7.0% | -0.5% | -6.5% | -7.2% |
| 6M | +18.0% | -18.2% | +36.2% | +25.6% |
| YTD | +24.2% | -19.0% | +43.2% | +32.0% |
| 1Y | +31.2% | -16.7% | +47.9% | +37.2% |
| 3Y | +107.5% | -21.0% | +128.6% | +114.2% |
| 5Y | +144.8% | -41.7% | +186.5% | +181.4% |
| 10Y | +375.8% | -35.0% | +410.8% | +396.9% |
| All | +560.0% | -20.2% | +580.2% | +415.0% |
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