+76.0%
B vs WU
-22.0%
+98.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.1% |
| 7D | -2.7% | +2.1% | -4.8% | -3.1% |
| 30D | -4.3% | +10.1% | -14.5% | -6.0% |
| 3M | -2.3% | -1.1% | -1.1% | -2.3% |
| 6M | -16.2% | -19.8% | +3.6% | -13.6% |
| YTD | -8.8% | -20.8% | +11.9% | -6.1% |
| 1Y | +11.4% | -15.1% | +26.5% | +13.2% |
| 3Y | +174.3% | -23.2% | +197.5% | +180.1% |
| 5Y | +116.2% | -42.6% | +158.8% | +129.5% |
| 10Y | +222.7% | -38.9% | +261.6% | +224.8% |
| All | +76.0% | -22.0% | +98.0% | +40.0% |
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