+6.3%
D vs WU
-21.1%
+27.4%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.4% |
| 7D | +0.4% | -0.8% | +1.3% | +0.5% |
| 30D | -3.6% | -1.1% | -2.5% | -3.5% |
| 3M | -1.0% | -3.9% | +2.9% | -1.0% |
| 6M | +6.3% | -20.7% | +26.9% | +5.9% |
| All | +6.3% | -21.1% | +27.4% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling