-97.9%
CAPR vs WU
-29.8%
-68.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | +139.2% | -1.1% | +140.3% | +138.9% |
| 3M | -66.4% | -3.9% | -62.5% | -66.0% |
| 6M | -63.1% | -20.7% | -42.5% | -60.1% |
| YTD | -67.4% | -18.4% | -49.1% | -65.3% |
| 1Y | +58.2% | -8.1% | +66.3% | +63.4% |
| 3Y | +42.2% | -24.2% | +66.4% | +54.5% |
| 5Y | +87.3% | -50.4% | +137.7% | +122.3% |
| 10Y | -75.3% | -40.0% | -35.2% | -72.3% |
| All | -97.9% | -29.8% | -68.1% | -98.0% |
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