+105.2%
CTVA vs WU
-51.6%
+156.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.7% | -5.0% | +0.3% | -3.5% |
| 30D | +11.1% | -2.3% | +13.4% | +11.6% |
| 3M | +13.7% | -3.2% | +16.9% | +14.6% |
| 6M | +11.2% | -25.0% | +36.2% | +17.6% |
| YTD | +26.9% | -21.7% | +48.5% | +32.7% |
| 1Y | +18.8% | -9.0% | +27.8% | +19.6% |
| 3Y | +75.9% | -28.9% | +104.8% | +84.9% |
| 5Y | +105.2% | -51.0% | +156.3% | +134.3% |
| All | +105.2% | -51.6% | +156.8% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling