+262.9%
AU vs WU
-21.6%
+284.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.6% |
| 7D | -0.3% | -0.8% | +0.6% | -0.1% |
| 30D | +12.8% | -1.1% | +13.9% | +12.9% |
| 3M | +28.5% | -1.8% | +30.3% | +27.8% |
| 6M | +4.8% | -23.9% | +28.7% | +10.6% |
| YTD | +31.0% | -20.4% | +51.4% | +36.3% |
| 1Y | +81.4% | -10.6% | +92.0% | +82.5% |
| 3Y | +618.4% | -27.7% | +646.2% | +647.4% |
| 5Y | +686.3% | -51.1% | +737.4% | +788.5% |
| 10Y | +664.5% | -40.7% | +705.2% | +669.8% |
| All | +262.9% | -21.6% | +284.5% | +171.1% |
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