+90.5%
B vs WU
-20.5%
+110.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +11.3% | +9.1% | +2.3% | +9.7% |
| 30D | +2.9% | +12.1% | -9.1% | +0.9% |
| 3M | -2.9% | +0.3% | -3.2% | -3.1% |
| 6M | -1.2% | -19.1% | +17.9% | +1.7% |
| YTD | -1.3% | -19.2% | +17.9% | +1.3% |
| 1Y | +30.4% | -15.3% | +45.7% | +32.6% |
| 3Y | +195.3% | -21.3% | +216.6% | +200.3% |
| 5Y | +146.2% | -41.7% | +187.9% | +160.7% |
| 10Y | +200.5% | -36.0% | +236.5% | +199.5% |
| All | +90.5% | -20.5% | +110.9% | +51.1% |
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