+216.0%
C vs WU
-23.0%
+239.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +4.2% | -2.0% | +6.2% | +4.6% |
| 30D | +2.0% | +11.4% | -9.4% | -0.9% |
| 3M | -10.1% | -6.8% | -3.3% | -8.8% |
| 6M | +1.0% | -14.6% | +15.6% | +3.9% |
| YTD | +8.5% | -20.6% | +29.1% | +14.0% |
| 1Y | +25.7% | -15.4% | +41.1% | +29.0% |
| 3Y | +216.0% | -23.6% | +239.6% | +236.6% |
| All | +216.0% | -23.0% | +239.0% | +236.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling