+38.8%
AR vs WU
-21.7%
+60.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -10.5% | +9.1% | -19.6% | -10.8% |
| 30D | +1.3% | +12.1% | -10.8% | +0.7% |
| 3M | +4.8% | +0.3% | +4.4% | +4.9% |
| 6M | +1.2% | -19.1% | +20.3% | +3.1% |
| YTD | +5.5% | -19.2% | +24.7% | +7.2% |
| 1Y | +8.1% | -15.3% | +23.3% | +8.8% |
| 3Y | +38.8% | -21.3% | +60.2% | +34.8% |
| All | +38.8% | -21.7% | +60.6% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling