+75.0%
D vs WU
-23.0%
+98.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | 0.0% |
| 7D | -1.4% | -2.0% | +0.7% | -1.1% |
| 30D | +7.7% | +11.4% | -3.7% | +5.9% |
| 3M | -0.3% | -6.8% | +6.5% | +0.6% |
| 6M | +10.1% | -14.6% | +24.7% | +12.2% |
| YTD | +19.1% | -20.6% | +39.7% | +22.4% |
| 1Y | +15.9% | -15.4% | +31.3% | +17.2% |
| 3Y | +75.0% | -23.6% | +98.6% | +74.2% |
| All | +75.0% | -23.0% | +98.0% | +74.2% |
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 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