-27.6%
AR vs WU
-22.0%
-5.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | -5.8% | +11.0% | -16.8% | -10.0% |
| 30D | +4.8% | +13.4% | -8.6% | -1.1% |
| 3M | +1.5% | +2.2% | -0.7% | -0.4% |
| 6M | +4.7% | -18.2% | +22.9% | +10.8% |
| YTD | +9.2% | -18.3% | +27.5% | +14.3% |
| 1Y | +11.2% | -12.2% | +23.3% | +12.1% |
| 3Y | +46.2% | -20.8% | +67.1% | +48.5% |
| 5Y | +98.1% | -42.6% | +140.6% | +131.0% |
| 10Y | +54.5% | -35.5% | +90.0% | +70.6% |
| All | -27.6% | -22.0% | -5.7% | -28.4% |
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