+59.6%
DD vs WU
-51.4%
+111.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -3.8% | -4.9% | +1.2% | -2.2% |
| 30D | -9.2% | -1.3% | -8.0% | -9.0% |
| 3M | -9.0% | -3.6% | -5.4% | -9.3% |
| 6M | -5.0% | -24.3% | +19.4% | +2.9% |
| YTD | +7.4% | -21.1% | +28.5% | +14.2% |
| 1Y | +35.1% | -10.3% | +45.4% | +36.0% |
| 3Y | +43.2% | -28.4% | +71.6% | +53.0% |
| 5Y | +59.6% | -51.2% | +110.9% | +98.1% |
| All | +59.6% | -51.4% | +111.1% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling