+934.0%
BE vs WU
-42.5%
+976.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | +9.7% | -5.0% | +14.7% | +12.2% |
| 30D | +22.4% | -2.3% | +24.7% | +23.3% |
| 3M | +10.4% | -3.2% | +13.6% | +7.8% |
| 6M | +67.9% | -25.0% | +92.9% | +87.9% |
| YTD | +197.5% | -21.7% | +219.1% | +220.4% |
| 1Y | +310.6% | -9.0% | +319.5% | +301.2% |
| 3Y | +1,657.2% | -28.9% | +1,686.1% | +1,839.2% |
| 5Y | +1,218.2% | -51.0% | +1,269.2% | +1,645.0% |
| All | +934.0% | -42.5% | +976.5% | +933.9% |
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