+231.7%
CTVA vs WU
-40.1%
+271.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +4.9% | -0.8% | +5.8% | +5.2% |
| 30D | +11.9% | -1.1% | +13.0% | +12.3% |
| 3M | +13.7% | -3.9% | +17.5% | +14.7% |
| 6M | +13.1% | -20.7% | +33.8% | +21.6% |
| YTD | +32.0% | -18.4% | +50.3% | +39.8% |
| 1Y | +22.1% | -8.1% | +30.1% | +22.6% |
| 3Y | +77.5% | -24.2% | +101.6% | +87.2% |
| 5Y | +106.3% | -50.4% | +156.7% | +160.4% |
| All | +231.7% | -40.1% | +271.8% | +236.3% |
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 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