+101.7%
B vs WU
-19.6%
+121.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +9.4% | -1.1% | +10.5% | +9.6% |
| 3M | +5.0% | -3.9% | +8.8% | +5.1% |
| 6M | -3.5% | -20.7% | +17.1% | -0.4% |
| YTD | +4.5% | -18.4% | +22.8% | +7.1% |
| 1Y | +67.8% | -8.1% | +75.8% | +67.8% |
| 3Y | +196.7% | -24.2% | +220.9% | +203.7% |
| 5Y | +151.9% | -50.4% | +202.4% | +174.7% |
| 10Y | +202.2% | -40.0% | +242.2% | +206.1% |
| All | +101.7% | -19.6% | +121.3% | +59.9% |
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