+292.4%
D vs WU
-19.6%
+312.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | -2.6% | -1.1% | -1.5% | -2.4% |
| 3M | 0.0% | -3.9% | +3.9% | 0.0% |
| 6M | +7.4% | -20.7% | +28.0% | +12.2% |
| YTD | +15.9% | -18.4% | +34.2% | +19.9% |
| 1Y | +18.1% | -8.1% | +26.2% | +18.0% |
| 3Y | +58.4% | -24.2% | +82.5% | +64.0% |
| 5Y | +5.2% | -50.4% | +55.6% | +19.2% |
| 10Y | +35.9% | -40.0% | +75.9% | +43.5% |
| All | +292.4% | -19.6% | +312.0% | +244.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling