-97.5%
CAPR vs WU
-31.9%
-65.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -3.0% | +29.5% | +27.6% |
| 7D | +25.8% | +2.1% | +23.7% | +24.2% |
| 30D | +50.2% | +10.1% | +40.1% | +44.6% |
| 3M | +185.5% | -1.1% | +186.6% | +183.8% |
| 6M | -64.8% | -19.8% | -45.0% | -62.2% |
| YTD | -61.1% | -20.8% | -40.4% | -58.3% |
| 1Y | +81.0% | -15.1% | +96.1% | +90.8% |
| 3Y | +300.7% | -23.2% | +323.9% | +332.4% |
| 5Y | +223.3% | -42.6% | +266.0% | +269.4% |
| 10Y | -58.8% | -38.9% | -19.9% | -53.8% |
| All | -97.5% | -31.9% | -65.6% | -97.6% |
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 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