+47.3%
CAPR vs WU
-24.9%
+72.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.4% |
| 30D | +139.2% | -1.1% | +140.3% | +138.0% |
| 3M | -66.4% | -3.9% | -62.5% | -66.1% |
| 6M | -63.1% | -20.7% | -42.5% | -54.1% |
| YTD | -67.4% | -18.4% | -49.1% | -61.8% |
| 1Y | +58.2% | -8.1% | +66.3% | +67.5% |
| All | +47.3% | -24.9% | +72.2% | +46.9% |
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 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