+64.7%
D vs WU
-24.9%
+89.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | -2.6% | -1.1% | -1.5% | -2.5% |
| 3M | 0.0% | -3.9% | +3.9% | 0.0% |
| 6M | +7.4% | -20.7% | +28.0% | +10.8% |
| YTD | +15.9% | -18.4% | +34.2% | +18.6% |
| 1Y | +18.1% | -8.1% | +26.2% | +17.3% |
| All | +64.7% | -24.9% | +89.6% | +67.5% |
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