+1.4%
CI vs WU
-21.7%
+23.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.3% |
| 7D | -1.6% | +11.7% | -13.2% | -3.1% |
| 30D | +5.4% | +12.6% | -7.2% | +3.7% |
| 3M | +7.3% | -0.5% | +7.8% | +7.1% |
| 6M | +5.3% | -18.2% | +23.5% | +7.9% |
| YTD | +8.5% | -19.0% | +27.5% | +11.1% |
| 1Y | +17.1% | -16.7% | +33.8% | +19.1% |
| 3Y | +1.4% | -21.0% | +22.4% | +0.1% |
| All | +1.4% | -21.7% | +23.1% | +0.1% |
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