+234.2%
DD vs WU
-19.6%
+253.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.8% |
| 7D | -3.5% | -0.8% | -2.7% | -3.1% |
| 30D | -10.3% | -1.1% | -9.2% | -10.0% |
| 3M | -7.5% | -3.9% | -3.7% | -7.8% |
| 6M | -8.0% | -20.7% | +12.7% | +0.4% |
| YTD | +10.5% | -18.4% | +28.8% | +18.4% |
| 1Y | +38.3% | -8.1% | +46.3% | +38.0% |
| 3Y | +42.5% | -24.2% | +66.6% | +52.4% |
| 5Y | +60.2% | -50.4% | +110.6% | +107.5% |
| 10Y | +68.9% | -40.0% | +108.9% | +92.2% |
| All | +234.2% | -19.6% | +253.8% | +194.2% |
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