-24.2%
AR vs WU
-22.1%
-2.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | +14.8% | -1.1% | +15.9% | +15.1% |
| 3M | +6.2% | -3.9% | +10.1% | +5.5% |
| 6M | +4.3% | -20.7% | +24.9% | +12.3% |
| YTD | +14.4% | -18.4% | +32.7% | +20.7% |
| 1Y | +21.3% | -8.1% | +29.4% | +19.3% |
| 3Y | +39.8% | -24.2% | +64.0% | +45.0% |
| 5Y | +142.1% | -50.4% | +192.5% | +210.6% |
| 10Y | +52.0% | -40.0% | +92.1% | +74.5% |
| All | -24.2% | -22.1% | -2.2% | -24.4% |
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