-5.5%
CI vs WU
-8.3%
+2.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +4.4% | -1.1% | +5.5% | +4.5% |
| 3M | +0.7% | -3.9% | +4.5% | +0.9% |
| 6M | +0.3% | -20.7% | +21.0% | +2.5% |
| YTD | +3.8% | -18.4% | +22.2% | +5.6% |
| 1Y | -5.5% | -8.1% | +2.6% | -2.8% |
| All | -5.5% | -8.3% | +2.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling