+308.9%
D vs WU
-20.2%
+329.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | +3.0% | +11.7% | -8.7% | +0.2% |
| 30D | +11.5% | +12.6% | -1.1% | +8.2% |
| 3M | +3.7% | -0.5% | +4.2% | +3.5% |
| 6M | +13.5% | -18.2% | +31.7% | +17.8% |
| YTD | +20.7% | -19.0% | +39.7% | +25.0% |
| 1Y | +18.2% | -16.7% | +34.9% | +21.3% |
| 3Y | +73.3% | -21.0% | +94.3% | +77.8% |
| 5Y | +12.3% | -41.7% | +53.9% | +22.0% |
| 10Y | +43.4% | -35.0% | +78.4% | +48.4% |
| All | +308.9% | -20.2% | +329.1% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling