+292.4%
D vs WU
-19.6%
+312.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +0.4% | -0.8% | +1.3% | +0.6% |
| 30D | -3.6% | -1.1% | -2.5% | -3.4% |
| 3M | -1.0% | -3.9% | +2.9% | -1.0% |
| 6M | +6.3% | -20.7% | +26.9% | +11.1% |
| YTD | +14.7% | -18.4% | +33.1% | +18.7% |
| 1Y | +16.9% | -8.1% | +25.0% | +16.8% |
| 3Y | +56.8% | -24.2% | +81.0% | +62.4% |
| 5Y | +5.2% | -50.4% | +55.6% | +19.2% |
| 10Y | +35.9% | -40.0% | +75.9% | +43.5% |
| All | +292.4% | -19.6% | +312.0% | +244.2% |
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 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