+749.8%
CI vs WU
-20.2%
+770.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.9% |
| 7D | -1.6% | +11.7% | -13.2% | -5.6% |
| 30D | +5.4% | +12.6% | -7.2% | +0.8% |
| 3M | +7.3% | -0.5% | +7.8% | +7.0% |
| 6M | +5.3% | -18.2% | +23.5% | +11.0% |
| YTD | +8.5% | -19.0% | +27.5% | +14.1% |
| 1Y | +17.1% | -16.7% | +33.8% | +21.6% |
| 3Y | +1.4% | -21.0% | +22.4% | +4.4% |
| 5Y | +50.5% | -41.7% | +92.2% | +68.8% |
| 10Y | +168.5% | -35.0% | +203.5% | +177.5% |
| All | +749.8% | -20.2% | +770.0% | +593.9% |
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