+73.3%
D vs WU
-21.7%
+95.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | +3.0% | +11.7% | -8.7% | +1.1% |
| 30D | +11.5% | +12.6% | -1.1% | +9.3% |
| 3M | +3.7% | -0.5% | +4.2% | +3.6% |
| 6M | +13.5% | -18.2% | +31.7% | +16.7% |
| YTD | +20.7% | -19.0% | +39.7% | +23.7% |
| 1Y | +18.2% | -16.7% | +34.9% | +20.2% |
| 3Y | +73.3% | -21.0% | +94.3% | +70.2% |
| All | +73.3% | -21.7% | +95.0% | +70.2% |
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