+49.9%
CG vs WU
-23.1%
+73.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | -3.8% | +2.1% | -5.9% | -4.7% |
| 30D | +7.5% | +10.1% | -2.6% | +4.0% |
| 3M | -14.4% | -1.1% | -13.2% | -14.4% |
| 6M | -15.7% | -19.8% | +4.1% | -10.7% |
| YTD | -29.0% | -20.8% | -8.2% | -24.7% |
| 1Y | -22.1% | -15.1% | -7.0% | -19.7% |
| All | +49.9% | -23.1% | +73.0% | +57.4% |
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