+64.5%
CAG vs WU
-21.6%
+86.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | -5.3% | -0.8% | -4.4% | -5.1% |
| 30D | +1.0% | -1.1% | +2.1% | +1.2% |
| 3M | +17.4% | -1.8% | +19.2% | +17.1% |
| 6M | -16.8% | -23.9% | +7.1% | -12.6% |
| YTD | -6.8% | -20.4% | +13.6% | -3.2% |
| 1Y | -15.4% | -10.6% | -4.8% | -14.6% |
| 3Y | -37.1% | -27.7% | -9.3% | -34.3% |
| 5Y | -41.3% | -51.1% | +9.9% | -34.3% |
| 10Y | -35.5% | -40.7% | +5.3% | -32.1% |
| All | +64.5% | -21.6% | +86.1% | +52.2% |
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