+12.8%
AR vs WU
-15.0%
+27.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.2% |
| 7D | +7.4% | -2.0% | +9.4% | +7.2% |
| 30D | +5.8% | +11.4% | -5.6% | +6.7% |
| 3M | +5.2% | -6.8% | +12.0% | +5.2% |
| 6M | +5.4% | -14.6% | +20.1% | +5.3% |
| YTD | +12.4% | -20.6% | +33.1% | +11.7% |
| 1Y | +12.8% | -15.4% | +28.2% | +10.7% |
| All | +12.8% | -15.0% | +27.8% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling